simulate.mrwd {StMoMo}

Simulate a Multivariate Random Walk with Drift

Description

Returns one simulated path of the Multivariate Random Walk with Drift model in object.

Usage

## S3 method for class 'mrwd'
simulate(object, nsim = 10, seed = NULL, ...)

Arguments

object

An object of class "mrwd".

nsim

number of periods for the simulated series.

seed

either NULL or an integer that will be used in a call to set.seed before simulating the time series. The default, NULL will not change the random generator state.

...

other arguments.