On Tue, 10 Feb 2004, allan clark wrote:
> hi all
>
> how does one simulate a random walk process?
>
> i.e
>
> y(0)=0
>
> y(t)=y(t-1)+ e(t)
>
> where e(t) is normal(0,1) say.
>
e<-rnorm(100)
y<-cumsum(e)
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
[EMAIL PROTECTED] University of Washington, Seattle
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