# Hey! I made you some Wiener processes!

**Isomorphismes**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

*Check them out.*

Here are thirty **homoskedastic** ones:

```
> homo.wiener <- array(0, c(100, 30))
> for (j in 1:30) {
for (i in 2:length(homo.wiener)) {
homo.wiener[i,j] <- homo.wiener[ i - 1, j] + rnorm(1)
}}
```

`> for (j in 1:30) {`

```
plot( homo.wiener[,j],
type = "l", col = rgb(.1,.1,.1,.6),
ylab="", xlab="", ylim=c(-25,25)
);
par(new=TRUE) }
```

Here’s just the meat of that wiener, in case the `for`

loops or window dressing were confusing.

`homo.wiener[i] <- homo.wiener[ i - 1] + rnorm(1)`

I also made you some **heteroskedastic** wieners.

```
> same for-loop encasing. ∀ j make wieners; ∀j plot wieners
> hetero.wiener[i] <- hetero.wiener[ i-1 ] + rnorm(1, sd=rpois(1,1) )
```

It wasn’t even that hard — here are some **autoregressive(1)** wieners as well.

```
> same for-loop encasing. ∀j make wieners; ∀j plot wieners
> ar.wiener[i] <- ar.wiener[i-1]*.9 + rnorm(1)
```

Other types of wieners:

`a.wiener[i-1] + rnorm(1) * a.wiener[i-1] + rnorm(1)`

`central.limit.wiener[i-1] + sum( runif(17, min=-1) )`

`cauchy.wiener[i-1] + rcauchy(1) #leaping lizards!`

`random.eruption.wiener[i-1] + rnorm(1) * random.eruption.wiener[i-1] + rnorm(1)`

`non.markov.wiener[i-1] + non.markov.wiener[i-2] + rnorm(1)`

`the.wiener.that.never.forgets[i] <- cumsum( the.wiener.that.never.forgets) + rnorm(1)`

`non.wiener[i] <- rnorm(1)`

`moving.average.3.wiener[i] <- .6 * rnorm(n=1,sd=1) + .1 * rnorm(n=1,sd=50) + .3 * rnorm(n=1, mean=-3,sd=17)`

`2d.wiener <- array(0, c(2, 100)); ifelse( runif(1) > .5, 2d.wiener[1,i] <- 2d.wiener[1,i-1] + rnorm(1) && 2d.wiener[2,i] <- 2d.wiener[2,i-1], 2d.wiener[2,i] <- 2d.wiener[2,i-1] + rnorm(1) && 2d.wiener[ 1,i] <- 2d.wiener[1,i-1]`

`131d.wiener <- array(0, c( 131, 100 )); ....`

`cross.pollinated.wiener`

- contrasting
`sd=1,2,3`

of`homo.wieners`

What really stands out in writing about these wieners after playing around with them, is that **logically interesting** wieners don’t always make for **visually interesting** wieners.

There are lots of games you can play with these wieners. Some of my favourites are:

- trying to make the wieners look like stock prices (I thought
`sqrt(rcauchy(1))`

errors with a little autocorrelation looked pretty good) - trying to make them look like heart monitors

Also it’s pretty hard to tell which wieners are interesting just from looking at the codes above. I guess you will just have to go mess around with some wieners yourself. Some of them will surprise you and not do anything; that’s instructive as well.

**VOICE OF GOD: WHAT’S UP. I AM THAT I AM. I DECLARE THAT THE WORD ‘WIENER’ IS OBJECTIVELY FUNNY. THAT’S ALL FOR NOW. SEE YOU WEDNESDAY THE 17TH.**

**leave a comment**for the author, please follow the link and comment on their blog:

**Isomorphismes**.

R-bloggers.com offers

**daily e-mail updates**about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.