Compute a (Gaussian) random walk.
compute_random_walk(n, p, mu, sigma, start = rep(0, n))
an integer, the number of random walks.
an integer, the length of the random walks.
a numerical vector, the mean of the random walks.
a numerical value which is the standard deviation of the gaussian distribution used to compute the random walks.
a numerical vector (optional) which is the initial value of the random walks.
a matrix where each row is a random walk.
See the sim_x
function.
# see the sim_x() function.