Merge pull request #141 from spsanderson/development

Development

R/gen-brown-motion-geometric.R

@@ -158,10 +158,25 @@ geometric_brownian_motion <- function(.num_walks = 25, .n = 100,
   res <- purrr::map(1:num_sims, ~ generate_gbm(.x)) |>
     dplyr::bind_rows() |>
     dplyr::select(walk_number, step_number, dplyr::all_of(dim_names)) |>
-    dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_sims)) |>
+    dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_sims))
+  res <- res |>
+    dplyr::group_by(walk_number) |>
+    std_cum_sum_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
+    std_cum_prod_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
     dplyr::group_by(walk_number) |>
     std_cum_min_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_max_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_mean_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
     dplyr::ungroup()
 

R/gen-brown-motion.R

@@ -137,12 +137,25 @@ brownian_motion <- function(.num_walks = 25, .n = 100, .delta_time = 1,
   res <- purrr::map(1:num_sims, ~ generate_brownian_motion(.x)) |>
     dplyr::bind_rows() |>
     dplyr::select(walk_number, step_number, dplyr::any_of(dim_names)) |>
-    dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_sims)) |>
+    dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_sims))
+  res <- res |>
     dplyr::group_by(walk_number) |>
     std_cum_sum_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_prod_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_min_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_max_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_mean_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
     dplyr::ungroup()
 

R/gen-discrete-walk.R

@@ -182,11 +182,25 @@ discrete_walk <- function(.num_walks = 25, .n = 100, .upper_bound = 1,
   res <- dplyr::bind_rows(walks, .id = "walk_number") |>
     dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_walks)) |>
     dplyr::group_by(walk_number) |>
-    dplyr::select(walk_number, step_number, dplyr::all_of(dim_names)) |>
+    dplyr::select(walk_number, step_number, dplyr::all_of(dim_names))
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_sum_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_prod_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_min_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_max_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_mean_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
     dplyr::ungroup()
 

R/gen-random-normal-walk-drift.R

@@ -137,11 +137,25 @@ random_normal_drift_walk <- function(.num_walks = 25, .n = 100, .mu = 0, .sd = 1
     dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_walks)) |>
     dplyr::group_by(walk_number) |>
     dplyr::mutate(step_number = 1:num_steps) |>
-    dplyr::select(walk_number, step_number, dplyr::all_of(dim_names)) |>
+    dplyr::select(walk_number, step_number, dplyr::all_of(dim_names))
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_sum_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_prod_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_min_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_max_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_mean_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
     dplyr::ungroup()
 

R/gen-random-normal-walk.R

@@ -129,12 +129,25 @@ random_normal_walk <- function(.num_walks = 25, .n = 100, .mu = 0, .sd = 0.1,
   # Generate all walks
   res <- purrr::map_dfr(1:num_walks, generate_walk)
   res <- res |>
-    dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_walks)) |>
+    dplyr::mutate(walk_number = factor(walk_number, levels = 1:num_walks))
+  res <- res |>
     dplyr::group_by(walk_number) |>
     std_cum_sum_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_prod_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_min_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_max_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
+    dplyr::ungroup()
+  res <- res |>
+    dplyr::group_by(walk_number) |>
     std_cum_mean_augment(.value = dplyr::all_of(dim_names), .initial_value = initial_value) |>
     dplyr::ungroup()