Simulates a Drift Process with a given slope, \(\omega\).
Usage
gen_dr(N, omega = 5)
Value
A vec containing the drift.
Arguments
N
An integer for signal length.
omega
A double that contains drift slope
Process Definition
Drift with parameter \(\omega \in \Omega\) where \(\Omega\) is in
\({\rm I\!R}^{+}\) or \({\rm I\!R}^{-}\). This process is defined as:
\(X_t = \omega t\) and is occasionally referred to as Rate Ramp.
Generation Algorithm
To generate the Drift process, we first fill a vector with the \(\omega\) parameter.
After, we take the cumulative sum along the vector.