approximation of a random walk time serie
npm install walk-z
E( y(t) ) = 0
V( y(t) ) = t
Cov( y(t), y(t+1) ) = 1
javascript
var WalkZ = require('walk-z')
var walker = WalkZ()
var positionAtTime100 = walker(100)
var positionAtTime200 = walker(200)
var positionAtTime2 = walker(2)
`
For testing or for generating correlated curves, an option normal unit distribution seed ( -inf < x < +inf) can be provided:
`javascript
var WalkZ = require('walk-z')
var walker = WalkZ()
//randomZ is a function that takes no parameter and returns a unit normal distribution
var positionAtTime3 = walker(3, randomZ())
``