allan clark <[EMAIL PROTECTED]> writes: > hi all > > how does one simulate a random walk process? > > i.e > > y(0)=0 > > y(t)=y(t-1)+ e(t) > > where e(t) is normal(0,1) say.
E.g., c(0,cumsum(rnorm(1000))) -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
