Try this for size: 

Not a very efficient way to do it though!!!


Get.Random.Walk<-function(){
length.walk<-1000

rand.walk<-rep(0,length.walk)

for(i in 2:length.walk)
{
rand.walk[i]<-rand.walk[i-1]+rnorm(1, mean=0, sd=1)

}
return(rand.walk)
}

plot(Get.Random.Walk())

-----Original Message-----
From: allan clark [mailto:allan@stats.uct.ac.za]
Sent: 10 February 2004 14:48
To: Rhelp
Subject: [R] R: lags


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.

Regards
allan


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