sim_brownian_forward: Simulate Brownian motion.

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

Description

sim_brownian_forward returns a simulated realisation of Brownian motion with known start value and start/end times.

Usage

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

Arguments

num_states	Numeric, number of (behavioural) states that the Brownian motion will simulate over.
fixed_values	List with components: time Vector of length one, start time of the simulation. behav Vector of length one, start state of the simulation. bearing Vector of length one, start known value of the simulation.
times	Vector (length variable) of the times at which the brownian motion is to be simulated over (including the end time).
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 motion (not including known start point).

See Also

Other Brownian motion simulations: sim_brownian_backward, sim_brownian_bridge

Examples

num_states <- 2
fixed_values <- list(time = 0,
                     behav = 1,
                     bearing = 0.1)
times <- seq(0, 10, length.out = 22)[-1]
behavs <- c(rep(1, 5), rep(2, 9), rep(1, 3), rep(2, 4))
variance <- c(0.3, 1.5)

set.seed(123)
sim_brownian_forward(num_states, fixed_values, times, behavs, variance)
# [1] -0.1118399 -0.1988388  0.3902976  0.4169472  0.4658134  1.1140470  1.5035923  0.4344204
# [9] -0.1460762 -0.5227293  0.5118087  0.8159069  1.1546206  1.2481645  0.7783930  1.4537827
# [17]  1.6419525  0.8986411  1.4913950  1.0918133  0.1893376

num_states <- 2
fixed_values <- list(time = 0,
                     behav = 1,
                     bearing = 0.1)
times <- seq(0, 10, length.out = 22)[-1]
behavs <- rep(1, 21)
variance <- c(0.03, 1.5)

set.seed(2712)
sim_brownian_forward(num_states, fixed_values, times, behavs, variance)
# [1]  0.19420896  0.24696428  0.25704154 -0.07237042  0.01039176  0.25189964  0.17573425
# [8]  0.19193573  0.37956119  0.35783347  0.23250473  0.27866206  0.27994169  0.36602306
# [15]  0.39462056  0.38095557  0.27682310  0.17235261  0.21619402  0.08473197 -0.03972749

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