anisotropic_ou_particle_intensity {AIUQ} | R Documentation |
Simulate 2D particle trajectory follows anisotropic OU process
Description
Simulate 2D particle trajectory follows anisotropic Ornstein–Uhlenbeck
process(OU) for M
particles, with different step sizes in x, y-directions.
Usage
anisotropic_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 in x, y-directions, a vector of length 2 |
rho |
correlation between successive step and previous step 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 = 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_ou_particle_intensity(pos0=pos0,M=M,len_t=len_t,sigma=sigma, rho=rho)
[Package AIUQ version 0.5.3 Index]