driftWn1D: Drift of the WN diffusion in 1D

In sdetorus: Statistical Tools for Toroidal Diffusions

Drift of the WN diffusion in 1D

Description

Computes the drift of the WN diffusion in 1D in a vectorized way.

Usage

driftWn1D(x, alpha, mu, sigma, maxK = 2L, expTrc = 30)

Arguments

x	a vector of length n containing angles. They all must be in [\pi,\pi) so that the truncated wrapping by maxK windings is able to capture periodicity.
alpha	drift parameter.
mu	mean parameter. Must be in [\pi,\pi).
sigma	diffusion coefficient.
maxK	maximum absolute value of the windings considered in the computation of the WN.
expTrc	truncation for exponential: exp(x) with x <= -expTrc is set to zero. Defaults to 30.

Value

A vector of length n containing the drift evaluated at x.

Examples

driftWn1D(x = seq(0, pi, l = 10), alpha = 1, mu = 0, sigma = 1, maxK = 2,
          expTrc = 30)

sdetorus documentation built on Aug. 21, 2023, 1:08 a.m.