transform_kendall_rw {kendallRandomWalks}

Transforming (scaling and shifting) Kendall random walks

Description

If one trajectory has length n, an_seq and bn_seq arguments should be sequnces of length n. Object returned by this function has plot and print methods.

Usage

transform_kendall_rw(simulations, an_seq = 1, bn_seq = 0)

Arguments

simulations

tibble returned by simulation function

an_seq

sequence that the trajectories will be multiplied by

bn_seq

sequence that will be substracted from scaled trajectory

Value

List like in simulate_kendall_rw function after transforming trajectories.

Examples

kendall_simulations <- simulate_kendall_rw(10, 1000, runif, 0.5)
scaled_kendall <- transform_kendall_rw(kendall_simulations, (1:1000)^(-2))
scaled_kendall # kendall random walked scaled by the sequence n^(-1/alpha)
scaled_data <- scaled_kendall$simulation # simulated values
plot(scaled_kendall)