The last year of an FLQuant object is used as atrating point to generate
a time series following a random walk with drift:
$$z_t = z_{t-1} + \epsilon_t + \delta_t, t=1,2,...$$
where \(\epsilon\) is \(\mathcal{N}(0, \sigma)\)
Arguments
- x0
The initial state of the random walk, 'FLQuant'.
- end
The number of years or the final year of the series. numeric.
- sd
The standard deviation of the random walk, numeric.
- delta
The drift of the random walk.
Details
The length of the series is set by argument end. This is taken as a number of years, if its value is smaller than the final 'year' of 'x0', or as a final year if larger or of class 'character'.
Examples
data(ple4)
# Generate random walk recruitmrnt with positive drift
rwalk(rec(ple4), end=5, sd=0.08, delta=0.05)
#> An object of class "FLQuant"
#> , , unit = unique, season = all, area = unique
#>
#> year
#> age 2018 2019 2020 2021 2022
#> all 2183684 2539488 2826942 2967576 3195928
#>
#> units: 1000
# Use append() to add the new values at the end
append(rec(ple4), rwalk(rec(ple4), end=10, sd=0.04, delta=0))
#> An object of class "FLQuant"
#> , , unit = unique, season = all, area = unique
#>
#> year
#> age 1957 1958 1959 1960 1961 1962 1963 1964 1965
#> 1 477074 710748 874712 797702 870799 615691 610017 2449900 664500
#> year
#> age 1966 1967 1968 1969 1970 1971 1972 1973 1974
#> 1 579075 428110 418228 666902 671454 433599 367450 1391430 1074920
#> year
#> age 1975 1976 1977 1978 1979 1980 1981 1982 1983
#> 1 787372 674010 1033740 879043 915553 1078660 999968 1935350 1375880
#> year
#> age 1984 1985 1986 1987 1988 1989 1990 1991 1992
#> 1 1302060 1792220 4303680 1910200 1774940 1250510 1083810 981356 854841
#> year
#> age 1993 1994 1995 1996 1997 1998 1999 2000 2001
#> 1 550376 566448 932162 893056 2431310 778427 683151 857525 634808
#> year
#> age 2002 2003 2004 2005 2006 2007 2008 2009 2010
#> 1 1792880 557844 1235790 863893 875191 1379750 1135050 1088820 1444570
#> year
#> age 2011 2012 2013 2014 2015 2016 2017 2018 2019
#> 1 1608190 1278010 1455050 1640700 895620 1211320 1823000 1759380 1729163
#> year
#> age 2020 2021 2022 2023 2024 2025 2026 2027
#> 1 1744349 1673871 1763022 1747150 1687970 1608391 1675001 1645038
#>
#> units: 1000
# Use end as number of years
rwalk(rec(ple4), end=5)
#> An object of class "FLQuant"
#> , , unit = unique, season = all, area = unique
#>
#> year
#> age 2018 2019 2020 2021 2022
#> all 1815915 1820430 1807299 1679329 1714100
#>
#> units: 1000
# or as final year
rwalk(rec(ple4), end=2020)
#> An object of class "FLQuant"
#> , , unit = unique, season = all, area = unique
#>
#> year
#> age 2018 2019 2020
#> all 1799865 1792118 1925256
#>
#> units: 1000