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simplerc

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Random walks are stochastic models that describe a path through a mathematical space that consists of random, discrete steps. This compendium contains simple functions that can be used to simulate, plot, or fit one-dimensional random walks.

How to cite

Please cite this compendium as:

Randomwalk Enthusiast, (2021). Introduction to random walks. Accessed 09 Dec 2021. Online at https://doi.org/xxx/xxx

How to install

This research compendium has been developed using the statistical programming language R. To work with the compendium, you will need installed on your computer the R software itself and optionally RStudio Desktop.

You can download the compendium as a zip from from this URL: simplerc. After unzipping: - open the .Rproj file in RStudio - run devtools::install() to ensure you have the packages this analysis depends on (also listed in the DESCRIPTION file).

How to use

The simulate_walk() function takes as arguments the number of steps t, and the mean (mu) and standard deviation (sigma) of the normal distribution that each step size is drawn from, and returns a series of values that represent a random walk in a one-dimensional space. Example code is shown below:

t <- 100
mu <- 0.5
sigma <- 2

walk <- simulate_walk(t, mu, sigma)

The plot_walk() function can be used to plot a simulated walk:

plot_walk(walk)

alt text

The fit_walk() function takes a simulated walk as an argument, and estimates the parameters (mu and sigma) of the normal distributions that were used to simulate the random walk.

params <- fit_walk(walk)

Contents

The analysis directory contains:

  • 📁 paper: R Markdown source document for manuscript. Includes code to reproduce the figures and tables generated by the analysis. It also has a rendered version, paper.docx, suitable for reading (the code is replaced by figures and tables in this file)
  • 📁 data: Data used in the analysis.
  • 📁 figures: Plots and other illustrations
  • 📁 supplementary-materials: Supplementary materials including notes and other documents prepared and collected during the analysis.

Licenses

Text and figures : CC-BY-4.0

Code : See the DESCRIPTION file

Data : CC-0 attribution requested in reuse

Contributions

We welcome contributions from everyone. Before you get started, please see our contributor guidelines. Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.