View source: R/synthetic.dataset.R
Simulate sample trajectories of an SDE and store the results in a time.table
1 2 3 4 5 6 7 | synthetic.dataset.quick(num.entities = 10, sys = lpoly_examples_lorenz(),
tmax = 2, steps = 100 * tmax, process.noise.sd = 0,
observation.noise.sd = 0, do.standardise = F,
initial.generator = function(i) {
rnorm(lpoly_system_specs(sys)$dimension) }, at.times = NULL,
include.derivatives = FALSE, save.to = NULL, retries = 10,
.progress = "text", ...)
|
num.entities |
Number of sample trajectories to generate. |
tmax |
End of the time interval to integrate the SDE over. |
steps |
Number of time steps to use in the integration. |
process.noise.sd |
Standard deviation of the brownian motion component (set to negative of value to precache noise buf in R, this can be useful if you want deterministic behaviour with respect to a random seed in R). |
observation.noise.sd |
Standard deviation of synthetic observation noise. |
do.standardise |
Standardise the output? |
initial.generator |
Function that takes an index and generates a starting point for a sample SDE trajectory. |
sys |
lpoly system constructed with lpoly_make_system, see examples.lpsys.lorenz() |
at.times |
Sequence of times to include in the output. Produces sample trajectories for an SDE on Ito form: dx(t) = f(x(t)) dt + g(x(t), t) e(t) sqrt(dt) where det.deriv is f and stoch.deriv is g |
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