[R] Building a random walk vector
edd at debian.org
Fri Aug 4 03:56:17 CEST 2006
On 4 August 2006 at 01:17, Matthew Wilson wrote:
| I'm studying R in my free time. I want to build a vector where each
| element is equal to the element before it in the sequence plus some
| random tweak.
| In python, I would write:
| vec =  * 50 # make a 50-element list with each element set to 100
| from random import randint
| for i, v in enumerate(vec):
| if i is not 0: # if we're not on the first element
| vec[i] = vec[i-1] + randint(-2, 2)
| I suspect R has some fancier way of doing this. How to?
Yup, cumsum() is your friend. You only need the first scalar of 100,
vectorisation does the rest. Try
> Z <- 100 + cumsum(runif(50,-2,2))
Min. 1st Qu. Median Mean 3rd Qu. Max.
98.54 100.80 102.30 102.10 103.40 105.70
> plot(Z, type='l')
Lastly, I think N(0, some_sd) is more customary that U(-2,2) but that is easy
Hell, there are no rules here - we're trying to accomplish something.
-- Thomas A. Edison
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