Averaging a Random Walk with Numbers Spanning [-1,1]
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I need a random number generator whose values span [-1,1] (was using 2*rand-1) and I'm going to count the number of sign changes, then run that a whooole bunch of times and then average the sign changes.
I feel like I'm getting good results when I don't incorporate the '-1' part of the 2*rand-1... can anyone help me clear this issue up?
% Begin Loop for averaging sign changes
for j=1:10 % Number of iterations: better statistics the larger this is
clear count T starty e i
% Preallocate and such
steps=10; % Number of steps to be taken! should be large.. was testing
% small values
e=2*randn(1,steps)-1; % Numbers span [-1,1]
% Begin loop to (repetitively) count sign changes in random walk
% From MATLAB 'help rand'
% Example 1: Generate values from the uniform distribution on the
% interval [a, b].
% r = a + (b-a).*rand(100,1);
% newstep= -1 + 2.*rand(100,1)
Thanks for any help!!! -Mike