Sim.DiffProc (version 1.0)

Stgamma: Creating Stochastic Process The Gamma Distribution

Description

Simulation stochastic process by a gamma distribution.

Usage

Stgamma(N, t0, T, alpha, beta, output = FALSE)

Arguments

N

size of process.

t0

initial time.

T

final time.

alpha

constant positive.

beta

an alternative way to specify the scale.

output

if output = TRUE write a output to an Excel 2007.

Value

• data.frame(time,x) and plot of process.

See Also

SRW Creating Random Walk, Stst Stochastic Process The Student Distribution, WNG White Noise Gaussian.

Examples

## Stochastic Process The Gamma Distribution
Stgamma(N=1000,t0=0,T=5,alpha=1,beta=1)