Generate a Drift Process
Simulates a Drift Process with a given slope, ω.
gen_dr(N, omega = 5)
N |
An |
omega |
A |
A vec containing the drift.
Drift with parameter omega in Omega where Omega is in R^+ or R^-. This process is defined as: X[t] = omega*t and is occasionally referred to as Rate Ramp.
To generate the Drift process, we first fill a vector with the omega parameter.
After, we take the cumulative sum along the vector.
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