Creates a Cauchy flight by taking increments from the Cauchy distributions implemented as the stable distribution (stabledist::rstable()) with index paramter alpha = 1 and skewness parameter beta = 0.

flight_Cauchy(
  N = 1000,
  ndims = 2,
  alpha = 1,
  beta = 0,
  scale = 1,
  location = 0
)

Arguments

N

Length of time series (default = 1000)

ndims

Number of dimensions (default = 2)

alpha

Index of stability parameter in (0,2]

beta

Skewness parameter in [-1,1]

scale

Scale parameterin (0,Inf)

location

Location (shift) parameter in [-Inf,Inf]

Value

A data frame with ndims columns and N rows.

Examples


df <- flight_Cauchy()
plot(density(diff(df$dim1)))

plot(df$dim1, df$dim2, type = "l")