> 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.
cumsum(c(0,rnorm(10000))) ? Claus -- ***************************************** Claus Thorn Ekstr�m <[EMAIL PROTECTED]> Dept of Mathematics and Physics, KVL Thorvaldsensvej 40 DK-1871 Frederiksberg C Denmark Phone:[+45] 3528 2341 Fax: [+45] 3528 2350 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
