simWalk: Simulate a Random Walk

View source: R/simWalk.R

simWalkR Documentation

Simulate a Random Walk

Description

Simulate a Random Walk

Usage

simWalk(n = 100, z0 = 0, drift = 0, sderror = 1)

Arguments

n

Length of the series to simulate

z0

Starting point for the series

drift

Value for a drift parameter (default is zero)

sderror

Standard deviation of the error term

Value

A time series simulated from the model


statmanrobin/ts343AJ documentation built on May 23, 2022, 4:34 p.m.