Generate Multiple Random Beta Walks in Multiple Dimensions

The random_beta_walk function generates multiple random walks in 1, 2, or 3 dimensions. Each walk is a sequence of steps where each step is a random draw from a Beta distribution. The user can specify the number of walks, the number of steps in each walk, and the parameters of the Beta distribution (shape1, shape2, ncp). The function also allows for sampling a proportion of the steps and optionally sampling with replacement.

Usage

random_beta_walk(
  .num_walks = 25,
  .n = 100,
  .shape1 = 2,
  .shape2 = 2,
  .ncp = 0,
  .initial_value = 0,
  .samp = TRUE,
  .replace = TRUE,
  .sample_size = 0.8,
  .dimensions = 1
)

Arguments

.num_walks

An integer specifying the number of random walks to generate. Default is 25.

.n

An integer specifying the number of steps in each walk. Must be >= 1. Default is 100.

.shape1

Non-negative parameter of the Beta distribution. Default is 2.

.shape2

Non-negative parameter of the Beta distribution. Default is 2.

.ncp

Non-centrality parameter (ncp >= 0). Default is 0.

.initial_value

A numeric value indicating the initial value of the walks. Default is 0.

.samp

A logical value indicating whether to sample the Beta distribution values. Default is TRUE.

.replace

A logical value indicating whether sampling is with replacement. Default is TRUE.

.sample_size

A numeric value between 0 and 1 specifying the proportion of .n to sample. Default is 0.8.

.dimensions

An integer specifying the number of dimensions (1, 2, or 3). Default is 1.

Value

A tibble containing the generated random walks with columns depending on the number of dimensions:

• walk_number: Factor representing the walk number.

• step_number: Step index.

• y: If .dimensions = 1, the value of the walk at each step.

• x, y: If .dimensions = 2, the values of the walk in two dimensions.

• x, y, z: If .dimensions = 3, the values of the walk in three dimensions.

The following are also returned based upon how many dimensions there are and could be any of x, y and or z:

• cum_sum: Cumulative sum of dplyr::all_of(.dimensions).

• cum_prod: Cumulative product of dplyr::all_of(.dimensions).

• cum_min: Cumulative minimum of dplyr::all_of(.dimensions).

• cum_max: Cumulative maximum of dplyr::all_of(.dimensions).

• cum_mean: Cumulative mean of dplyr::all_of(.dimensions).

The tibble includes attributes for the function parameters.

Details

The shape1, shape2, and ncp parameters can be single values or vectors of length equal to the number of dimensions. If vectors are provided, each dimension uses its corresponding value.

See also

Other Generator Functions: brownian_motion(), custom_walk(), discrete_walk(), geometric_brownian_motion(), random_binomial_walk(), random_cauchy_walk(), random_chisquared_walk(), random_displacement_walk(), random_exponential_walk(), random_f_walk(), random_gamma_walk(), random_geometric_walk(), random_hypergeometric_walk(), random_logistic_walk(), random_lognormal_walk(), random_multinomial_walk(), random_negbinomial_walk(), random_normal_drift_walk(), random_normal_walk(), random_poisson_walk(), random_smirnov_walk(), random_t_walk(), random_uniform_walk(), random_weibull_walk(), random_wilcox_walk(), random_wilcoxon_sr_walk()

Other Continuous Distribution: brownian_motion(), geometric_brownian_motion(), random_cauchy_walk(), random_chisquared_walk(), random_exponential_walk(), random_f_walk(), random_gamma_walk(), random_logistic_walk(), random_lognormal_walk(), random_normal_drift_walk(), random_normal_walk(), random_t_walk(), random_uniform_walk(), random_weibull_walk()

Author

Steven P. Sanderson II, MPH

Examples

set.seed(123)
random_beta_walk()
#> # A tibble: 2,000 × 8
#>    walk_number step_number      y cum_sum_y cum_prod_y cum_min_y cum_max_y
#>    <fct>             <int>  <dbl>     <dbl>      <dbl>     <dbl>     <dbl>
#>  1 1                     1 0.0544    0.0544          0    0.0544    0.0544
#>  2 1                     2 0.514     0.569           0    0.0544    0.514 
#>  3 1                     3 0.374     0.942           0    0.0544    0.514 
#>  4 1                     4 0.404     1.35            0    0.0544    0.514 
#>  5 1                     5 0.811     2.16            0    0.0544    0.811 
#>  6 1                     6 0.893     3.05            0    0.0544    0.893 
#>  7 1                     7 0.391     3.44            0    0.0544    0.893 
#>  8 1                     8 0.636     4.08            0    0.0544    0.893 
#>  9 1                     9 0.529     4.61            0    0.0544    0.893 
#> 10 1                    10 0.695     5.30            0    0.0544    0.893 
#> # ℹ 1,990 more rows
#> # ℹ 1 more variable: cum_mean_y <dbl>

set.seed(123)
random_beta_walk(.dimensions = 3, .shape1 = c(2, 3, 4), .shape2 = c(2, 3, 4), .ncp = c(0, 1, 2)) |>
  head() |>
  t()
#>             [,1]         [,2]         [,3]         [,4]         [,5]        
#> walk_number "1"          "1"          "1"          "1"          "1"         
#> step_number "1"          "2"          "3"          "4"          "5"         
#> x           "0.05442085" "0.51430835" "0.37350549" "0.40391599" "0.81096384"
#> y           "0.8236399"  "0.7161976"  "0.6063538"  "0.5281700"  "0.5634105" 
#> z           "0.5827135"  "0.5404688"  "0.8781755"  "0.2436878"  "0.5542260" 
#> cum_sum_x   "0.05442085" "0.56872920" "0.94223469" "1.34615068" "2.15711452"
#> cum_sum_y   "0.8236399"  "1.5398375"  "2.1461913"  "2.6743613"  "3.2377718" 
#> cum_sum_z   "0.5827135"  "1.1231823"  "2.0013579"  "2.2450457"  "2.7992717" 
#> cum_prod_x  "0"          "0"          "0"          "0"          "0"         
#> cum_prod_y  "0"          "0"          "0"          "0"          "0"         
#> cum_prod_z  "0"          "0"          "0"          "0"          "0"         
#> cum_min_x   "0.05442085" "0.05442085" "0.05442085" "0.05442085" "0.05442085"
#> cum_min_y   "0.8236399"  "0.7161976"  "0.6063538"  "0.5281700"  "0.5281700" 
#> cum_min_z   "0.5827135"  "0.5404688"  "0.5404688"  "0.2436878"  "0.2436878" 
#> cum_max_x   "0.05442085" "0.51430835" "0.51430835" "0.51430835" "0.81096384"
#> cum_max_y   "0.8236399"  "0.8236399"  "0.8236399"  "0.8236399"  "0.8236399" 
#> cum_max_z   "0.5827135"  "0.5827135"  "0.8781755"  "0.8781755"  "0.8781755" 
#> cum_mean_x  "0.05442085" "0.28436460" "0.31407823" "0.33653767" "0.43142290"
#> cum_mean_y  "0.8236399"  "0.7699187"  "0.7153971"  "0.6685903"  "0.6475544" 
#> cum_mean_z  "0.5827135"  "0.5615912"  "0.6671193"  "0.5612614"  "0.5598543" 
#>             [,6]        
#> walk_number "1"         
#> step_number "6"         
#> x           "0.89256825"
#> y           "0.5944902" 
#> z           "0.3135386" 
#> cum_sum_x   "3.04968277"
#> cum_sum_y   "3.8322619" 
#> cum_sum_z   "3.1128104" 
#> cum_prod_x  "0"         
#> cum_prod_y  "0"         
#> cum_prod_z  "0"         
#> cum_min_x   "0.05442085"
#> cum_min_y   "0.5281700" 
#> cum_min_z   "0.2436878" 
#> cum_max_x   "0.89256825"
#> cum_max_y   "0.8236399" 
#> cum_max_z   "0.8781755" 
#> cum_mean_x  "0.50828046"
#> cum_mean_y  "0.6387103" 
#> cum_mean_z  "0.5188017"