BrownianBridge: Constrained Brownian Bridge process

In EarthSystemDiagnostics/simproxyage: Simulate Age Uncertainty in Climate Proxy Records.

Description

Transfer an unconstrained age perturbation process into a constrained perturbation process following the Brownian Bridge concept, assuming an age control point where the age uncertainty is taken to be zero.

Usage

BrownianBridge(x, t, acp)

Arguments

x	numeric vector of the perturbed ages from the unconstrained process; must be of the same length as t.
t	numeric vector with the original (reference) ages.
acp	the age control point where the age uncertainty is assumed zero.

Value

Numeric vector of the same length as t with the perturbed ages following a Brownian Bridge process.

Author(s)

Thomas Münch

Examples

t <- 100 : 0
ns <- 100
bam <- BAM(t, ns = ns)
bb <- bam$Tp
bb[, 1, ] <- apply(bam$Tp[, 1, , drop = FALSE], c(2, 3), BrownianBridge,
                   bam$tp, acp = 1)
plot(t, t, type = "n", xlim = c(100, 0), ylim = c(100, 0),
     xlab = "Original time", ylab = "Perturbed time")
for (i in 1 : ns) {
lines(bam$tp, bb[, 1, i], col = "grey", lwd = 1)
}
abline(0, 1, lwd = 2)

EarthSystemDiagnostics/simproxyage documentation built on May 7, 2019, 9:52 p.m.