RW_createHM_driftsign: RW_createHM_driftsign

In pledenmat/myPackage: Contains utility functions used in multiple projects

RW_createHM_driftsign

Description

Generates "empirical" heatmaps (HM) by simulating both positive and negative drift rate trajectories.

Usage

RW_createHM_driftsign(
  mu,
  nsim = 10000,
  dt = 0.0025,
  intra_sv = 0.1,
  upperRT = 5,
  ev_bound = 0.5,
  ev_window = 0.01,
  HMtype = FALSE
)

Arguments

mu	: vector of drift rates
nsim	: number of paths generated
dt	: time resolution
intra_sv	: random walk standard deviation
upperRT	: maximum time
ev_bound	: maximum/minimum evidence
ev_window	: evidence resolution
HMtype	: Type of heatmap returned, default all: ('sym' -> symmetrical HM, 'upper' -> upper bound hit heatmap, 'lower' -> lower bound hit)

Value

Matrix (or list of matrices) describing the Time x Evidence heatmap(s)

Author(s)

Pierre Le Denmat

pledenmat/myPackage documentation built on July 25, 2022, 3:50 p.m.