gen_dr {simts} | R Documentation |
Generate a Drift Process
Description
Simulates a Drift Process with a given slope, \omega
.
Usage
gen_dr(N, omega = 5)
Arguments
N |
An |
omega |
A |
Value
A vec
containing the drift.
Process Definition
Drift with parameter \omega \in \Omega
where \Omega
is in
{\rm I\!R}^{+}
or {\rm I\!R}^{-}
. This process is defined as:
X_t = \omega t
and is occasionally referred to as Rate Ramp.
Generation Algorithm
To generate the Drift process, we first fill a vector
with the \omega
parameter.
After, we take the cumulative sum along the vector.
[Package simts version 0.2.2 Index]