How to create a random walk in 1d array

15 views (last 30 days)
David Achudume
David Achudume on 16 Apr 2018
Commented: Jos (10584) on 2 May 2018
I tried using this code, but it is not giving the result i am expected to get, I am trying to formulate a code that can also be used for 2d array and a 3d array. The code i have above cannot be used for 2d and 3d array.
%
num=10
y=zeros(size(num,1))
yv=rand(num,1)
trials=1:num
sum=0
for i=1:length(trials)
if yv(i)< 0.5
sum=sum+1;
else
sum=sum;
end
ver(i)=sum;
end
figure (1)
hold on
c=plot(ver,trials,'-rx')
set(c,'color','blue')
grid on
title('showing the random walk less or greater than 0')
ylabel('trials')

Answers (2)

Jos (10584)
Jos (10584) on 1 May 2018
Let N be the number of steps into the random walk in X dimensions, this is a one-liner that produces the positions:
N = 500 ; % number of steps
X = 6 ; % number of dimensions
% positions, starting at (0,0,...,0)
P = cumsum(full(sparse(1:N, randi(X,1,N), [0 2*randi([0 1],1,N-1)-1], N, X))) ;
% visualisation
figure ;
hold on ;
for k=1:size(P,2),
plot(1:size(P,1),P(:,k),'.-') ;
text(size(P,1),P(end, k), sprintf(' dim %d',k)) ;
end
xlabel('Step') ;
ylabel('Position') ;
hold off ;

Stephan
Stephan on 1 May 2018
Edited: Stephan on 1 May 2018
Hi,
try this:
function ver = random_walk(number_of_tries, center)
%%function gives a random walk in 1D
%
% Input: x = random_walk(1000, 0)
%
% Output: a vector x containing the data of the
% random walk with a starting point at 0. Additionally
% the result is plotted.
%%Initialising values
%
num = number_of_tries;
yv = rand(num,1);
sum = center;
ver(1) = center;
for i = 2:num
if yv(i)< 0.5
sum = sum + 1;
else
sum = sum - 1;
end
ver(i) = sum;
end
%%Plot result
%
figure (1);
%hold on;
c=plot(ver, 1:num,'-rx');
set(c,'color','blue');
grid on;
title('showing the random walk less or greater than 0');
ylabel('trials');
end
The result should look like this:
I did not really understand the 2D / 3D variant you want. Can you explain what exactly you want to do?
Best regards
Stephan

Categories

Find more on Time Series in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!