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
>
>
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