This function generates the sample paths of a sequence of random variables.
Usage
generate(randomgen,nmax=1000,M=500,argsgen=NULL)
Value
data
matrix containing in each row a sample path of Xn-X values.
Arguments
nmax
number of points in each sample path.
M
number of sample paths to be generated.
randomgen
a function that generates the Xn-X values.
argsgen
a list of arguments to randomgen.
Author
P. Lafaye de Micheaux and B. Liquet
References
Lafaye de Micheaux, P. (plafaye@club.fr), Liquet, B. "Understanding Convergence Concepts: a Visual-Minded and Graphical Simulation-Based Approach", The American Statistician, 63:2, 173--178, (2009).