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Automatic Random Walks

Functions that generate non-modifiable random walks

rw30()
Generate Random Walks

Generator Functions

Functions that generate modifiable random walks

Custom Generating Functions

custom_walk()
Generate Multiple Custom Random Walks in Multiple Dimensions

Continuous Generating Functions

brownian_motion()
Brownian Motion
geometric_brownian_motion()
Geometric Brownian Motion
random_beta_walk()
Generate Multiple Random Beta Walks in Multiple Dimensions
random_cauchy_walk()
Generate Multiple Random Cauchy Walks in Multiple Dimensions
random_chisquared_walk()
Generate Multiple Random Chi-Squared Walks in Multiple Dimensions
random_exponential_walk()
Generate Multiple Random Exponential Walks in Multiple Dimensions
random_f_walk()
Generate Multiple Random F Walks in Multiple Dimensions
random_gamma_walk()
Generate Multiple Random Gamma Walks in Multiple Dimensions
random_logistic_walk()
Generate Multiple Random Logistic Walks in Multiple Dimensions
random_lognormal_walk()
Generate Multiple Random Lognormal Walks in Multiple Dimensions
random_normal_drift_walk()
Generate Multiple Random Walks with Drift
random_normal_walk()
Generate Multiple Random Normal Walks in Multiple Dimensions
random_t_walk()
Generate Multiple Random t-Distributed Walks in Multiple Dimensions
random_uniform_walk()
Generate Multiple Random Uniform Walks in Multiple Dimensions
random_weibull_walk()
Generate Multiple Random Weibull Walks in Multiple Dimensions

Discrete Generating Functions

discrete_walk()
Discrete Sampled Walk
random_binomial_walk()
Generate Multiple Random Binomial Walks in Multiple Dimensions
random_displacement_walk()
Generate a Random Displacement Walk in 2D
random_geometric_walk()
Generate Multiple Random Geometric Walks in Multiple Dimensions
random_hypergeometric_walk()
Generate Multiple Random Hypergeometric Walks in Multiple Dimensions
random_multinomial_walk()
Generate Multiple Random Multinomial Walks
random_negbinomial_walk()
Generate Multiple Random Negative Binomial Walks
random_poisson_walk()
Generate Multiple Random Poisson Walks
random_smirnov_walk()
Generate Multiple Random Smirnov Walks in Multiple Dimensions
random_wilcoxon_sr_walk()
Generate Multiple Random Wilcoxon Signed-Rank Walks
random_wilcox_walk()
Generate Multiple Random Wilcoxon Walks in Multiple Dimensions

Visualization Functions

Functions that visualise random walks

visualize_walks()
Visualize Walks

Vector Functions

Functions that generate random walks in vector form

cgmean()
Cumulative Geometric Mean
chmean()
Cumulative Harmonic Mean
ckurtosis()
Cumulative Kurtosis
cmean()
Cumulative Mean
cmedian()
Cumulative Median
crange()
Cumulative Range
csd()
Cumulative Standard Deviation
cskewness()
Cumulative Skewness
cvar()
Cumulative Variance
euclidean_distance()
Distance Calculations
kurtosis_vec()
Compute Kurtosis of a Vector
rw_range()
Range
skewness_vec()
Compute Skewness of a Vector

Helpers / Utilities

Functions that help with random walks

confidence_interval()
Confidence Interval
convert_snake_to_title_case()
Helper function to convert a snake_case string to Title Case
generate_caption()
Helper function to generate a caption string based on provided attributes
get_attributes()
Get Attributes
rand_walk_column_names()
Get Column Names
rand_walk_helper()
Random Walk Helper
running_quantile()
Running Quantile Calculation
std_cum_max_augment()
Augment Cumulative Maximum
std_cum_mean_augment()
Augment Cumulative Sum
std_cum_min_augment()
Augment Cumulative Minimum
std_cum_prod_augment()
Augment Cumulative Product
std_cum_sum_augment()
Augment Cumulative Sum
subset_walks()
Subset Walks by Extreme Values

Statistic and Summary Functions

Functions that summarise random walks

summarize_walks() summarise_walks()
Summarize Walks Data