compute_random_walk: compute_random_walk

In pmgrollemund/bliss: Bayesian Functional Linear Regression with Sparse Step Functions

compute_random_walk

Description

Compute a (Gaussian) random walk.

Usage

compute_random_walk(n, p, mu, sigma, start = rep(0, n))

Arguments

n	an integer, the number of random walks.
p	an integer, the length of the random walks.
mu	a numerical vector, the mean of the random walks.
sigma	a numerical value which is the standard deviation of the gaussian distribution used to compute the random walks.
start	a numerical vector (optional) which is the initial value of the random walks.

Details

See the sim_x function.

Value

a matrix where each row is a random walk.

Examples

# see the sim_x() function.

pmgrollemund/bliss documentation built on Feb. 28, 2024, 12:35 p.m.