sim.OUBM: Simulate an Ornstein-Uhlenbeck process with optimum changing...

In klvoje/evoTS: Analyses of Evolutionary Time-Series

Simulate an Ornstein-Uhlenbeck process with optimum changing according to an unbiased random walk

Description

Function to simulate an Ornstein-Uhlenbeck evolutionary sequence data set with an optimum moving according to an unbiased random walk.

Usage

sim.OUBM(
  ns = 20,
  anc = 0,
  theta.0 = 1,
  alpha = 0.3,
  vstep.trait = 0.1,
  vstep.opt = 0.1,
  vp = 1,
  nn = rep(20, ns),
  tt = 0:(ns - 1)
)

Arguments

ns	number of samples in time-series
anc	the ancestral trait values
theta.0	the ancestral value for the optimum
alpha	strength of attraction to the optimum
vstep.trait	step variance of the trait
vstep.opt	step variance of the optimum
vp	phenotypic variance of each sample
nn	vector of the number of individuals in each sample (identical sample sizes for all time-series is assumed)
tt	vector of sample times (ages

Value

An evolutionary sequence (time-series) data set (a paleoTS object)

Author(s)

Kjetil Lysne Voje

Examples

##Create data
x<-sim.OUBM(50, theta.0 = 5, alpha = 0.6, vstep.opt = 0.5)

## plot the data
plot(x)

klvoje/evoTS documentation built on June 29, 2024, 10:26 p.m.