flight_Rayleigh: Create Rayleigh Flight (Brownian Motion)

In FredHasselman/casnet: A Toolbox for Studying Complex Adaptive Systems and Networks

Create Rayleigh Flight (Brownian Motion)

Description

Creates a Rayleigh flight by taking increments from the Normal distributions implemented as the stable distribution (stabledist::rstable()) with index paramter alpha = 2 and skewness parameter beta = 0.

Usage

flight_Rayleigh(
  N = 1000,
  ndims = 2,
  alpha = 2,
  beta = 0,
  scale = 1,
  location = 0
)

Arguments

N	Length of time series (default = 1000)
ndims	Number of dimensions (default = 2)
alpha	Index of stability parameter in ⁠(0,2]⁠
beta	Skewness parameter in ⁠[-1,1]⁠
scale	Scale parameterin ⁠(0,Inf)⁠
location	Location (shift) parameter in ⁠[-Inf,Inf]⁠

Value

A data frame with ndims columns and N rows.

Examples

df <- flight_Rayleigh()
plot(density(diff(df$dim1)))
plot(df$dim1, df$dim2, type = "l")

FredHasselman/casnet documentation built on May 5, 2024, 9:38 p.m.