v0.5.0
See https://techtonique.github.io/ESGtoolkit/news/ for more details on releases. Or (if you're a habitual user), just try this:
devtools::install_github("Techtonique/ESGtoolkit")
# GBM log returns (haha) with starting date
# 1 - Simulation -----
eps0 <- ESGtoolkit::simshocks(n = 100, horizon = 5, frequency = "quart", start = c(1995, 1))
sim.GBM <- ESGtoolkit::simdiff(n = 100, horizon = 5, frequency = "quart",
model = "GBM",
x0 = 100, theta1 = 0.03, theta2 = 0.1,
eps = eps0, start = c(1995, 1))
log_returns_GBM <- ESGtoolkit::calculatereturns(sim.GBM, type="log")
# 2 - Plot simulations -----
par(mfrow=c(1, 2))
ESGtoolkit::esgplotbands(log_returns_GBM , xlab = "time", ylab = "values", main = "with esgplotbands")
matplot(as.vector(time(log_returns_GBM)), log_returns_GBM, type = 'l',
main = "with matplot", xlab = "time")