CTCRW_cov: Covariance matrix of CTCRW transition density

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CTCRW_covR Documentation

Covariance matrix of CTCRW transition density

Description

The derivation of these equations is for example included in Michelot et al. (2019), Stochastic models of animal movement and habitat selection (Sections 6.2.2.3-6.2.2.4).

Usage

CTCRW_cov(beta, sigma, dt)

Arguments

beta

Parameter beta of CTCRW model (mean reversion)

sigma

Parameter sigma of CTCRW model (diffusion)

dt

Time interval

Value

Covariance matrix of position/velocity joint process


TheoMichelot/smoothSDE documentation built on Jan. 26, 2024, 6:41 p.m.