anisotropic_fbm_ou_particle_intensity {AIUQ} | R Documentation |
Simulate 2D particle trajectory follows anisotropic fBM plus OU
Description
Simulate 2D particle trajectory follows anisotropic fraction Brownian
Motion(fBM) plus a Ornstein–Uhlenbeck(OU) process for M
particles,
with different step sizes in x, y-directions.
Usage
anisotropic_fbm_ou_particle_intensity(
pos0,
M,
len_t,
sigma_fbm,
sigma_ou,
H,
rho
)
Arguments
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 in x, y-directions, a vector of length 2 |
sigma_ou |
distance moved per time step in Ornstein–Uhlenbeck process in x, y-directions, a vector of length 2 |
H |
Hurst parameter of fractional Brownian Motion in x, y-directions, a vector of length 2 with values between 0 and 1 |
rho |
correlation between successive step and previous step in OU process in x, y-directions, a vector of length 2 with values between 0 and 1 |
Value
Position matrix with dimension M
\times
len_t
by 2 for particle trajectory. The first M
rows being the initial position
pos0
.
Author(s)
Yue He [aut], Xubo Liu [aut], Mengyang Gu [aut, cre]
Examples
library(AIUQ)
M = 10
len_t = 50
sigma_fbm = c(2,1)
H = c(0.3,0.4)
sigma_ou = c(2,2.5)
rho = c(0.95,0.9)
pos0 = matrix(100/8+0.75*100*runif(M*2),nrow=M,ncol=2)
pos = anisotropic_fbm_ou_particle_intensity(pos0=pos0, M=M, len_t=len_t,
sigma_fbm=sigma_fbm, sigma_ou=sigma_ou, H=H, rho=rho)