ou_particle_intensity {AIUQ} | R Documentation |
Simulate 2D particle trajectory follows OU process
Description
Simulate 2D particle trajectory follows Ornstein–Uhlenbeck process(OU) for
M
particles.
Usage
ou_particle_intensity(pos0, M, len_t, sigma, rho)
Arguments
pos0 |
initial position for |
M |
number of particles |
len_t |
number of time steps |
sigma |
distance moved per time step |
rho |
correlation between successive step and previous step, value 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 = 2
rho = 0.95
pos0 = matrix(100/8+0.75*100*runif(M*2),nrow=M,ncol=2)
pos = ou_particle_intensity(pos0=pos0,M=M,len_t=len_t,sigma=sigma, rho=rho)
[Package AIUQ version 0.5.2 Index]