First, I'd write down a model for how your stochastic process relates to independent, normal observations with mean 0 and standard deviation 1. You want a lognormal series, so I'd start by generating a normal series and the compute 'exp' of that. If you'd like more help from this listserve, please provide commented, minimal, self-contained, reproducible code, as suggested in the posting guide "www.R-project.org/posting-guide.html".
Hope this helps. Spencer Graves march wrote: > Hi everybody > I'm trying to simulate a stochastic process in R. I would like consider n > log normal time series. The first time serie has a growth rate lower than > the second and so on. the initial time of the first serie is lower than the > initial time of the second and so on. In the long run the series have the > same value. Do you have any idea at running such a process? > Other question: How can I reduce the domain of a random variable? > Thanks > March > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.