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Automatic Random Walks

Functions that generate non-modifiable random walks

rw30()
Generate Random Walks

Generator Functions

Functions that generate modifiable random walks

brownian_motion()
Brownian Motion
discrete_walk()
Discrete Sampled Walk
geometric_brownian_motion()
Geometric Brownian Motion
random_normal_drift_walk()
Generate Multiple Random Walks with Drift
random_normal_walk()
Generate Multiple Random Normal Walks in Multiple Dimensions

Visualization Functions

Functions that visualise random walks

visualize_walks()
Visualize Walks

Vector Functions

Functions that generate random walks in vector form

cgmean()
Cumulative Geometric Mean
chmean()
Cumulative Harmonic Mean
ckurtosis()
Cumulative Kurtosis
cmean()
Cumulative Mean
cmedian()
Cumulative Median
crange()
Cumulative Range
csd()
Cumulative Standard Deviation
cskewness()
Cumulative Skewness
cvar()
Cumulative Variance
euclidean_distance()
Distance Calculations
kurtosis_vec()
Compute Kurtosis of a Vector
rw_range()
Range
skewness_vec()
Compute Skewness of a Vector

Helpers / Utilities

Functions that help with random walks

convert_snake_to_title_case()
Helper function to convert a snake_case string to Title Case
generate_caption()
Helper function to generate a caption string based on provided attributes
get_attributes()
Get Attributes
rand_walk_helper()
Random Walk Helper
running_quantile()
Running Quantile Calculation
std_cum_max_augment()
Augment Cumulative Maximum
std_cum_mean_augment()
Augment Cumulative Sum
std_cum_min_augment()
Augment Cumulative Minimum
std_cum_prod_augment()
Augment Cumulative Product
std_cum_sum_augment()
Augment Cumulative Sum

Statistic and Summary Functions

Functions that summarise random walks

summarize_walks() summarise_walks()
Summarize Walks Data