driftMixVm | R Documentation |
Drift for the Langevin diffusion associated to a mixture of
m
independent von Mises (mivM) of dimension one.
driftMixVm(x, alpha, mu, sigma, p, expTrc = 30)
x |
vector with the evaluation points for the drift. |
alpha |
vector of length |
mu |
vector of length |
sigma |
diffusion coefficient. |
p |
vector of length |
expTrc |
truncation for exponential: |
driftMixIndVm
is more general, but less efficient for
the circular case. See Section 2.2.4 in García-Portugués et al. (2019) for
details.
A vector of the same length as x
containing the drift.
García-Portugués, E., Sørensen, M., Mardia, K. V. and Hamelryck, T. (2019) Langevin diffusions on the torus: estimation and applications. Statistics and Computing, 29(2):1–22. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11222-017-9790-2")}
x <- seq(-pi, pi, l = 200)
plot(x, x, type = "n", ylab = "drift")
for (i in 1:10) {
lines(x, driftMixVm(x = x, alpha = c(2, 2),
mu = c(0, -pi + 2 * pi * i / 10),
sigma = 1, p = c(0.5, 0.5)), col = rainbow(10)[i])
}
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