fbm_ou_particle_intensity {AIUQ} | R Documentation |
Simulate 2D particle trajectory follows fraction Brownian Motion(fBM) plus a
Ornstein–Uhlenbeck(OU) process for M
particles.
fbm_ou_particle_intensity(pos0, M, len_t, sigma_fbm, sigma_ou, H, rho)
pos0 |
initial position for |
M |
number of particles |
len_t |
number of time steps |
sigma_fbm |
distance moved per time step in fractional Brownian Motion |
sigma_ou |
distance moved per time step in Ornstein–Uhlenbeck process |
H |
Hurst parameter of fractional Brownian Motion, value between 0 and 1 |
rho |
correlation between successive step and previous step in OU process, value between 0 and 1 |
Position matrix with dimension M
\times
len_t
by 2 for particle trajectory. The first M
rows being the initial position
pos0
.
Yue He [aut], Xubo Liu [aut], Mengyang Gu [aut, cre]
library(AIUQ)
M = 10
len_t = 50
sigma_fbm = 2
H = 0.3
sigma_ou = 2
rho = 0.95
pos0 = matrix(100/8+0.75*100*runif(M*2),nrow=M,ncol=2)
pos = fbm_ou_particle_intensity(pos0=pos0, M=M, len_t=len_t,
sigma_fbm=sigma_fbm, sigma_ou=sigma_ou, H=H, rho=rho)