[R] rnorm() converted to daily
Ken-JP
kfmfe04 at gmail.com
Fri Apr 17 10:26:15 CEST 2009
Hi Karl,
Your comment is very interesting.
Do you mean I should favor:
rnorm(n, 0, 1) * b + a
over
rnorm(n, a, b)
? What is the proper/safe way to use rnorm()?
--------------------------------------------------------
FWIW,
set.seed( 1 );
yy <- mean( rnorm( 100000 ) * (0.25/sqrt(252)) + (0.08/252)) * 252;
yy # 0.07109407
still gives me what I had before (but I shouldn't depend on it being the
same, right)?
--
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