On Tue, 10 Feb 2004, allan clark wrote: > hi all > > 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. > e<-rnorm(100) y<-cumsum(e) -thomas Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle