paths {rlfsm}

Generator of a set of lfsm paths.

Description

It is essentially a wrapper for path generator, which exploits the latest to create a matrix with paths in its columns.

Usage

paths(N_var, parallel, seed_list = rep(x = NULL, times = N_var), ...)

Arguments

N_var

number of lfsm paths to generate

parallel

a TRUE/FALSE flag which determines if the paths will be created in parallel or sequentially

seed_list

a numerical vector of seeds to pass to path

...

arguments to pass to path

See Also

path

Examples

m<-45; M<-60; N<-2^10-M
alpha<-1.8; H<-0.8; sigma<-0.3
freq='L'
r=1; k=2; p=0.4

Y<-paths(N_var=10,parallel=TRUE,N=N,m=m,M=M,
         alpha=alpha,H=H,sigma=sigma,freq='L',
         disable_X=FALSE,levy_increments=NULL)

Hs<-apply(Y,MARGIN=2,H_hat,p=p,k=k)
hist(Hs)