Hi

How I do simulation that get as a input -

and return Realization of x1,x2,........xT

Hi

How I do simulation that get as a input -

and return Realization of x1,x2,........xT

Not knowing what distribution you are trying to do simulation on, there is not much anybody can do to help. What have you done so far?

Hi

I try to do a simultation for Gambler's Ruin. I wrote this -

r <- 20 #Number of turns

p <- 0.5 # Probability of moving forward

y <- c() # Progress Reporting

x0 <- 0 #initial step

A_new_step <- c()

B_new_step <- c()

a <- -10

b <- 10

random_walk<-function(x0, a, b, p , r){

for(i in 1:r){

y<-0

x<-sample(c(-1,1),size = r , replace = TRUE)

y[i+1]<-y[i]+x

if(y[i] == a ){

A_new_step<-(y[i:(r)] = a)

break

return(A_new_step)

}

if(y[i] == b ){

B_new_step<-(y[i:r] =b )

break

return(B_new_step)

```
}
```

}

return(y)

}

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