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Loop to generate n random series (filling a matrix?)

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Javier
Javier am 17 Apr. 2013
Hi, i´m glad if you could help me with this
I have a funcion that generate a random trajectory for a variable (like a brownian motion, with a trend + a random shock normally distributed).
x=simBM(n,delta,mu,sigma)
This function generate a vector of n/delta rows, that represent the trajectory of the variable.
What i want is to generate 1000 of this trajectories making a loop (i think i should store them as 1000 columns of a matrix)
I have used loops before, but in this case i don´t know how to do it, because what i need to do is like a loop over the random shock of the function
I don´t know if this is an easy question, buy i am a begginer with matlab. Thank you very much! Javier

Antworten (1)

Iman Ansari
Iman Ansari am 17 Apr. 2013
Maybe this:
for i=1:1000
x(:,i)=simBM(n,delta,mu,sigma);
end
  1 Kommentar
Javier
Javier am 9 Mai 2013
I don´t know why, but that did not work.
I have solved the problem this way:
while c<=number
theta(:,c)=simGBM(n,theta0,alpha,sigma,delta); c=c+1; end
THANK YOU ANYWAY!!!!

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