Merge pull request #23 from spsanderson/development

Fixes #18

NAMESPACE

@@ -1,5 +1,6 @@
 # Generated by roxygen2: do not edit by hand
 
 export(geometric_brownian_motion)
+export(random_normal_drift_walk)
 export(random_normal_walk)
 export(rw30)

NEWS.md

@@ -6,6 +6,7 @@ None
 ## New Features
 1. Fix #9 - Add Function `rw30()` to generate 30 random walks of 100 steps each.
 2. Fix #17 - Add Function `geometric_brownian_motion()`
+3. Fix #18 - Add Function `random_normal_drift_walk()`
 
 ## Minor Improvements and Fixes
 None

R/auto-rw30.R

@@ -48,7 +48,6 @@ rw30 <- function() {
   walks_tibble <- dplyr::tibble(
     x = 1:num_steps,
     !!!stats::setNames(walks, 1:num_walks)
-    #!!!stats::setNames(walks, paste0("walk_", 1:num_walks))
   )
 
   # Pivot the tibble longer

R/gen-random-drift-walk.R

@@ -0,0 +1,95 @@
+#' Generate Multiple Random Walks with Drift
+#'
+#' @family Generator Functions
+#'
+#' @author Steven P. Sanderson II, MPH
+#'
+#' @details
+#' This function generates multiple random walks with a specified drift.
+#' Each walk is generated using a normal distribution for the steps, with an
+#' additional drift term added to each step.
+#'
+#' @description
+#' This function generates a specified number of random walks, each consisting
+#' of a specified number of steps. The steps are generated from a normal
+#' distribution with a given mean and standard deviation. An additional drift
+#' term is added to each step to introduce a consistent directional component
+#' to the walks.
+#'
+#' @param .num_walks Integer. The number of random walks to generate. Default is 25.
+#' @param .n Integer. The number of steps in each random walk. Default is 100.
+#' @param .mu Numeric. The mean of the normal distribution used for generating steps. Default is 0.
+#' @param .sd Numeric. The standard deviation of the normal distribution used for generating steps. Default is 1.
+#' @param .drift Numeric. The drift term to be added to each step. Default is 0.1.
+#'
+#' @examples
+#' library(ggplot2)
+#'
+#' walks <- random_normal_drift_walk(.num_walks = 10, .n = 50, .mu = 0, .sd = 1,
+#'                                   .drift = 0.05)
+#' ggplot(walks, ggplot2::aes(x = x, y = y, group = walk_number, color = walk_number)) +
+#'   geom_line() +
+#'   labs(title = "Random Walks with Drift", x = "Time", y = "Value") +
+#'   theme_minimal() +
+#'   theme(legend.position = "none")
+#'
+#' @return A tibble in long format with columns `walk_number`, `x` (step index),
+#' and `y` (walk value). The tibble has attributes for the number of walks,
+#' number of steps, mean, standard deviation, and drift.
+#'
+#' @name random_normal_drift_walk
+NULL
+#' @rdname random_normal_drift_walk
+#' @export
+
+random_normal_drift_walk <- function(.num_walks = 25, .n = 100, .mu = 0,
+                                     .sd = 1, .drift = 0.1) {
+
+  num_walks <- as.integer(.num_walks)
+  num_steps <- as.integer(.n)
+  mu <- as.numeric(.mu)
+  sd <- as.numeric(.sd)
+  drift <- as.numeric(.drift)
+  #dr <- seq(from = drift, to = n, length.out = n)
+
+  # Function to generate a single random walk
+  single_random_walk_with_drift <- function(num_steps, mu, sd, drift) {
+    wn <- stats::rnorm(n = num_steps, mean = mu, sd = sd)
+    rw <- cumsum(stats::rnorm(n = num_steps, mean = mu, sd = sd))
+    res <- wn + rw + drift
+    return(res)
+  }
+
+  # Generate the walks
+  walks <- replicate(
+    num_walks,
+    single_random_walk_with_drift(num_steps, mu, sd, drift),
+    simplify = FALSE
+  )
+
+  # Create a tibble with the walks
+  walks_tibble <- dplyr::tibble(
+    x = 1:num_steps,
+    !!!stats::setNames(walks, 1:num_walks)
+  )
+
+  # Pivot the tibble longer
+  walks_long <- tidyr::pivot_longer(
+    walks_tibble,
+    cols = -x,
+    names_to = "walk_number",
+    values_to = "y"
+  ) |>
+    dplyr::mutate(walk_number = factor(walk_number)) |>
+    dplyr::select(walk_number, x, y) |>
+    dplyr::arrange(walk_number, x)
+
+  attr(walks_long, "num_walks") <- num_walks
+  attr(walks_long, "num_steps") <- num_steps
+  attr(walks_long, "mu") <- mu
+  attr(walks_long, "sd") <- sd
+  attr(walks_long, "drift") <- drift
+  attr(walks_long, "fns") <- "random_normal_drift_walk"
+
+  return(walks_long)
+}

docs/pkgdown.yml

@@ -3,7 +3,7 @@ pkgdown: 2.1.0
 pkgdown_sha: ~
 articles:
   getting-started: getting-started.html
-last_built: 2024-07-16T02:18Z
+last_built: 2024-07-17T02:25Z
 urls:
   reference: https://www.spsanderson.com/RandomWalker/reference
   article: https://www.spsanderson.com/RandomWalker/articles