[R] random walk w/ reflecting boundary: avoid control construct? [SEC=UNCLASSIFIED]

Crombie, Joe Joe.Crombie at brs.gov.au
Thu Oct 25 01:59:39 CEST 2007

Hi Johannes,

I came up with the following (assuming that if step[i] is independent of step[i-1] then it is also independent of -step[i-1]):

Cheers  Joe

> # your (unbounded) random walk
> k <- cumsum(c(0,sample(c(-1,1), 1000, rep = T)))
> #shift it to positive, to allow following calculations k <- k - min(k) 
> # set your bound (remember min(k) is now zero) wid <- 10
> # fold the walk back on itself with 'creases' at wid, 2*wid, 3*wid, ...
> walls <- ifelse((k%/%wid)%%2==1,
>              # if k[i] = a*wid + b, with a odd and b < wid,
>               # invert it and map it to (0, wid)
>               (1+(k%/%wid))*wid - k,
>               # if k[i] = 2a*wid + b, for b < wid, subtract 2a*wid
>               k - wid*(k%/%wid))
> # plot the original walk, and overlay the folded one.
> plot(k, ty = 'l')
> lines(walls, col = 'red')
> # shift the walk to be centred around 0.  **The walk doesn't start at 
> zero any more** walls <- walls - wid/2
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Charles C. Berry
Sent: Thursday, 25 October 2007 4:18 AM
To: Johannes Hüsing
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] random walk w/ reflecting boundary: avoid control construct?

On Wed, 24 Oct 2007, Johannes Hüsing wrote:

> Dear expeRts,
> recently I asked for a nice way to re-program a problem without using 
> control constructs such as "for" or "sapply(1:length(x), ...". Is 
> there a way to program a random walk with a reflecting boundary 
> without resorting to such constructs? A working solution is
> ranwalk <- function(length, bound) {
>    k <- cumsum(sample(c(-1, 1), length, replace=TRUE))
>    while( any(abs(k) > bound) ) {
>        ri <- min(which(abs(k) > bound))
>        k[ri:length] <- k[ri:length] - 2 * sign(k[ri])
>    }
>    k
> }
> but it uses "while" and has the same expression in the "while" 
> statement and the following line. Is there a sensible way to reprogram 
> it using the "whole object"
> approach?

Does this satisfy your 'sensible' sensibility?

ranwalk2 <-
  function(length., bound) {
       k <- cumsum(sample(c(-1, 1), length., replace=TRUE))
       lk <- rep( c( 0:bound, (bound-1):(-bound), (1-bound):(-1)),
       sign(k)*lk[ 1 + abs(k) ]



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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901

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