25 lines
666 B
R
25 lines
666 B
R
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set.seed(908144032)
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## GRAPHIQUE 1 ##
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s0 <- 100
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n <- 500
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## On simule des temps d'arrivée Gamma
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t <- c(0,rep(cumsum(rgamma(n,0.5)),each=2))
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## On simule des sauts gaussiens
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j <- head(c(0,0,rep(cumsum(rnorm(n,0.005/365,0.0025)),each=2)),-1)
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## On trace le parcours
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cbind(t,j)
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pdf("CH3-SIMGAMMAGAUSS.pdf")
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plot(t,s0*exp(j),type="l",xlab="t",ylab="Y(t)",main=" ")
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dev.off()
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write.csv(data.frame(Temps=t,Prix=s0*exp(j)),file="CH3-SIMGAMMAGAUSS.csv")
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## GRAPHIQUE 2 ##
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source("../contenus/r/code/rGAL.r")
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d1 <- rGALkappa(2500,0,1,2,1)
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pdf("CH3-SIMULGAL0121.pdf")
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hist(d1,prob=TRUE,col="grey",breaks=25,xlab="y",ylab="f(y)",main="")
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lines(density(d1),lwd=3)
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dev.off()
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