[R] Generating numbers with time-dependent upperbound

arun smartpink111 at yahoo.com
Tue Dec 3 04:14:53 CET 2013


Hi,
May be this helps:
m <- 0.01
 T <- 90
 t <- 0:T
set.seed(42)
res1 <- sapply(t,function(.t) runif(1,0,m*(T-.t)))

#or
 set.seed(42)
 res2 <- runif(91,rep(0,91),m*(rep(T,91)-t))
identical(res1,res2)
#[1] TRUE

A.K.


Hi, 

I need to generate a sequence that consists of random numbers. 
My first idea was runif with the condition m(T-t), but i couldn't 
achieve. 

Given: m=0.01 , T=90, t={0,1,...,T} 

Sequence: s={p_0, p_1,..., p_T}, where p_t is chosen from the time-dependent interval [0, m(T-t)]   


I appreciate if someone helps me.



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