Everything that I want to do is done through this code
sd = 1
v = c(0)
for (i in 1:10) {
rnorm(1,v[i],sd) -> v[i+1]
}
v
But I want to build confidence on Markov Chains, starting through chain generation. There are many packages in R dealing with discrete Markov Chains generation, but ideally I would like a function like this:
PSEUDOCODE:
rGaussMC(n = 10, start_value = 0, sd = 1)
I am open to suggestions for packages, and I am interested in knowing strengths and cool features of those packages.
I would be interested in one package that collects RNG functions for many processes, not only Gaussian.