MATLAB: Random walk in matlab without the econometrics toolbox

craterandom walktime series

Hi,

I am looking for a way to create a random walk in matlab without having the financial toolbox

Best Answer

From FEX:

http://www.mathworks.com/matlabcentral/fileexchange/36791-random-walk-normal-vs-uniform

http://www.mathworks.com/matlabcentral/fileexchange/36763-random-walk

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MATLAB: Generating a random matrix with range

May be something crude like this?

x = rand(12,2);
x(:,1) = 5*x(:,1);
x(:,2) = 5+15*x(:,2)

rand generates uniformly distributed random number in the interval (0,1).

MATLAB: Random walk problem.

This looks like homework and many people uploading homework problems edit them away after they've been answered. We will be sure to not to do majority of work (so you won't be cheating) if you promise not to delete the question after we help you.

Hint: Basically you might do something like

if x+deltaX > xMax
    x = xMax - (x + deltaX - xMax); % Reflect about xMax
end

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Related Solutions

MATLAB: Generating a random matrix with range

MATLAB: Random walk problem.

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