randomWalkWithDrift method

List<double> randomWalkWithDrift(
  1. int steps, {
  2. double start = 0,
  3. double drift = 0,
  4. double volatility = 1,
})

Generates a random walk with drift.

Implementation

List<double> randomWalkWithDrift(
  int steps, {
  double start = 0,
  double drift = 0,
  double volatility = 1,
}) {
  final values = <double>[start];
  for (int i = 1; i < steps; i++) {
    final step = drift + normal(0, volatility);
    values.add(values.last + step);
  }
  return values;
}