rw2: Two-dimensional random-walk process

In pomp: Statistical Inference for Partially Observed Markov Processes

Two-dimensional random-walk process

Description

rw2 constructs a ‘pomp’ object encoding a 2-D Gaussian random walk.

Usage

rw2(x1_0 = 0, x2_0 = 0, s1 = 1, s2 = 3, tau = 1, times = 1:100, t0 = 0)

Arguments

x1_0, x2_0	initial conditions (i.e., latent state variable values at the zero time t0)
s1, s2	random walk intensities
tau	observation error s.d.
times	observation times
t0	zero time

Details

The random-walk process is fully but noisily observed.

Value

A ‘pomp’ object containing simulated data.

See Also

More examples provided with pomp: blowflies, childhood_disease_data, compartmental_models, dacca(), ebola, gompertz(), ou2(), pomp_examples, ricker(), verhulst()

Examples

  if (require(ggplot2)) {

    rw2() |> plot()

    rw2(s1=1,s2=1,tau=0.1) |>
      simulate(nsim=10,format="d") |>
      ggplot(aes(x=y1,y=y2,group=.id,color=.id))+
      geom_path()+
      guides(color="none")+
      theme_bw()

  }

pomp documentation built on Sept. 13, 2024, 1:08 a.m.