RW2dimension

The RW2dimension function computes direction random walk moves.

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

RW2dimension function

<dl><dt>steps</dt>
<dd>An <code>integer</code> that counts the number of steps of the random walk.</dd>
<dt>probs</dt>
<dd>A <code>vector</code> of <code>double</code> that specifies the probabilities to choose each direction.</dd></dl>

Arguments

Author

Function to Compute Direction Random Walk Moves — RW2dimension

<dl>

<dt>steps</dt>
<dd>An <code>integer</code> that counts the number of steps of the random walk.</dd>


<dt>probs</dt>
<dd>A <code>vector</code> of <code>double</code> that specifies the probabilities to choose each direction.</dd>

</dl>

Function to Compute Direction Random Walk Moves

RW2dimension: Function to Compute Direction Random Walk Moves

Description

Usage

Arguments

Author

Examples