Ecosyste.ms: Packages
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proxy.golang.org : github.com/cdemers/go-randomwalker
Package randomwalker provides a parametric random walk generator. You can instentiate a random walker that will start at a specific point, that will stay between an upper and lower boundary, that will vary on each step by a specified maximum magnetude. Also, if you expect to use this walker for financial models, this walker is going to give you something close to a Gaussian random walk, and not a Brownian random walk.
Registry
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Source
- Documentation
- JSON
purl: pkg:golang/github.com/cdemers/go-randomwalker
Keywords: finance, financial-analysis, gaussian, golang, golang-library, math, random-walk, randomwalk, simulation, walker
License: MIT
Latest release: over 4 years ago
First release: over 4 years ago
Namespace: github.com/cdemers
Stars: 1 on GitHub
Forks: 0 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 22 days ago