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2008 May 25
1
n Realizations of a Stochastic Process assigned to dynamically generated variable names?
I am interested in creating multiple (say 1000) time series, from a
given stochastic process, of length 250. I want to refer to each
realization with its own variable name, of the format say, tsn, where
n is the n'th simulation. i.e. ts1, ts2, ts3, ts4, .... , ts1000
The way I am thinking of doing this is placing the following code
within another loop, and the 'tsn' assignment should