R/simBrM.R

In kbroman/simBrM: Simulate Brownian Motion

#' Simulate Brownian motion
#'
#' @param n number of steps
#' @param sigma SD of step size
#'
#' @return an nx2 matrix of positions
#' @export
#' @importFrom stats rnorm
#'
#' @examples
#' x <- simBrM(1000)
simBrM <-
function(n, sigma=1)
{
    stopifnot(n>=2, sigma>0)

    x <- matrix(rnorm(n*2, 0, sigma), ncol=2)
    colnames(x) <- c("x", "y")

    apply(x, 2, cumsum)
}

#' Plot Brownian motion
#'
#' @param x matrix with two columns
#' @param pointcolor  color of start and end points
#' @param ... passed to plot()
#'
#' @return None
#' @export
#' @importFrom graphics plot points
#'
#' @examples
#' x <- simBrM(1000)
#' plotBrM(x)
plotBrM <-
function(x, pointcolor=c("springgreen", "violetred"), ...)
{
    stopifnot(is.matrix(x), ncol(x)>=2, nrow(x)>=2)

    if(is.null(colnames(x))) colnames(x) <- c("x", "y")

    plot(x[,1], x[,2], xlab=colnames(x)[1], ylab=colnames(x)[2],
         type="l", las=1, ...)

    if(!is.null(pointcolor)) {
        points(x[c(1,nrow(x)), 1], x[c(1,nrow(x)), 2],
               pch=21, bg=pointcolor)
    }
}