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CnrLwlss/random_walk_noise.R

Created July 29, 2021 14:03
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Visual representation of difference between stochastic process and samples from random distribution
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random_walk_noise.R
N=10000
noise = rnorm(N,mean=0,sd=0.5)
random_walk=cumsum(noise)
ylim = range(random_walk)
op = par(mfrow=c(1,2))
plot(noise,type="l",ylim=ylim,xlab="time",cex.lab=1.75,cex.axis=1.75)
plot(random_walk,type="l",ylim=ylim,xlab="time",cex.lab=1.75,cex.axis=1.75)
par(op)
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