bm: Brownian motion spatPomp simulator

Description Usage Arguments Value Examples

View source: R/bm.R

Description

Generate a class ‘spatPomp’ object representing a U-dimensional Brownian motion with spatial correlation decaying geometrically with distance around a circle. The model is defined in continuous time though in this case an Euler approximation is exact at the evaluation times.

Usage

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bm(U = 5, N = 100, delta_t = 0.1)

Arguments

U

A length-one numeric signifying dimension of the process.

N

A length-one numeric signifying the number of observation time steps to evolve the process.

delta_t

Process simulations are performed every delta_t time units whereas observations occur every one time unit

Value

An object of class ‘spatPomp’ representing a simulation from a U-dimensional Brownian motion

Examples

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b <- bm(U=4, N=20)
# See all the model specifications of the object
spy(b)

spatPomp documentation built on Sept. 5, 2021, 5:35 p.m.