simulate_kendall_rw {kendallRandomWalks}

Simulate multiple trajectories of Kendall random walk

Description

Object returned by this has print and plot methods.

Usage

simulate_kendall_rw(number_of_simulations, trajectory_length, step_dist,
  alpha, symmetric = FALSE, ...)

Arguments

number_of_simulations

number of trajectories to generate.

trajectory_length

length of trajectories.

step_dist

function returning random numbers from step dist.

alpha

alpha parameter.

symmetric

If TRUE, random walk on the whole real line will be simulated.

...

parameters for step distribution.

Value

Object of class kendall_simulation. It is a list that consists of

simulation

Tibble with simulation id and simulated values,

step_distribution

Name of the step distribution,

alpha

Value of alpha parameter,

is_symmetric

Logical value indicating if this is a symmetric Kendall R.W.

Examples

kendall_simulations <- simulate_kendall_rw(10, 1000, runif, 0.5)
# Kendall R.W. on positive half-line with uniform step distribution - 10 trajectories.
only_simulations <- kendall_simulations$simulation # tibble with simulated values
kendall_simulations