sim_brownian_bridge: Simulate Brownian bridge.

In a-parton/CTStepTurn: Fitting the continuous-time step-and-turn movement model

Description

sim_brownian_bridge returns a simulated realisation of Brownian motion between two known values and times.

Usage

sim_brownian_bridge(num_states, fixed_values, times, behavs, variance)

Arguments

num_states	Numeric, number of (behavioural) states that the Brownian bridge will simulate over.
fixed_values	List with components: times Vector of length two, start and end times of the simulation. behav Vector of length one, behaviour/state at the start time of the simulation. bearings Vector of length two, start and end known values of the simulation.
times	Vector (length variable) of the times at which the brownian bridge is to be simulated over.
behavs	Vector (length variable but equal to times) of the behaviour/state at each simulation time.
variance	Vector of length num_states, giving the variance of the Brownian motion for each behaviour/state.

Value

Vector (length variable but equal to times) of the simulated Brownian bridge (not including known, fixed end points).

See Also

Other Brownian motion simulations: sim_brownian_backward, sim_brownian_forward

Examples

num_states <- 2
fixed_values <- list(times = c(0, 10),
                     behav = 1,
                     bearings = c(0.1, 2.3))
times <- seq(0, 10, length.out = 22)[-c(1, 22)]
behavs <- c(rep(1, 5), rep(2, 9), rep(1, 3), rep(2, 3))
variance <- c(0.3, 1.5)

set.seed(123)
sim_brownian_bridge(num_states, fixed_values, times, behavs, variance)
# [1] -0.08125057 -0.13766018  0.48206550  0.53930448  0.61875996  1.29758290  1.84007475
# [8]  0.92384942  0.49629936  0.27259280  1.46007729  1.91712203  2.40878228  2.65527280
# [15]  2.33844785  3.04442684  3.26318595  2.55046384  3.29616431  3.04952920

num_states <- 2
fixed_values <- list(times = c(0, 10),
                     behav = 1,
                     bearings = c(0.1, 2.3))
times <- seq(0, 10, length.out = 22)[-c(1, 22)]
behavs <- rep(1, 20)
variance <- c(0.03, 1.5)

set.seed(2712)
sim_brownian_bridge(num_states, fixed_values, times, behavs, variance)
# [1] 0.3056246 0.4697955 0.5912883 0.3732920 0.5674697 0.9203932 0.9556434 1.0832605 1.3823015
# [10] 1.4719894 1.4580763 1.6156492 1.7283444 1.9258414 2.0658545 2.1636051 2.1708882 2.1778333
# [19] 2.3330903 2.3130439

a-parton/CTStepTurn documentation built on May 14, 2019, 4:17 p.m.