[R] rnorm() converted to daily

Ken-JP kfmfe04 at gmail.com
Fri Apr 17 10:26:15 CEST 2009


Hi Karl,

Your comment is very interesting.  

Do you mean I should favor:

  rnorm(n, 0, 1) * b + a

over

  rnorm(n, a, b)

?  What is the proper/safe way to use rnorm()?

--------------------------------------------------------

FWIW,

set.seed( 1 );
yy <- mean( rnorm( 100000 ) * (0.25/sqrt(252)) + (0.08/252)) * 252;
yy   # 0.07109407

still gives me what I had before (but I shouldn't depend on it being the
same, right)?



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