rw2 {pomp}

Two-dimensional random-walk process

Description

rw2 constructs a ‘pomp’ object encoding a 2-D Gaussian random walk.

Usage

rw2(x1_0 = 0, x2_0 = 0, s1 = 1, s2 = 3, tau = 1, times = 1:100, t0 = 0)

Arguments

x1_0, x2_0

initial conditions (i.e., latent state variable values at the zero time t0)

s1, s2

random walk intensities

tau

observation error s.d.

times

observation times

t0

zero time

Details

The random-walk process is fully but noisily observed.

Value

A ‘pomp’ object containing simulated data.

See Also

More examples provided with pomp: blowflies, childhood_disease_data, compartmental_models, dacca(), ebola, gompertz(), ou2(), pomp_examples, ricker(), verhulst()

Examples

  if (require(ggplot2)) {

    rw2() |> plot()

    rw2(s1=1,s2=1,tau=0.1) |>
      simulate(nsim=10,format="d") |>
      ggplot(aes(x=y1,y=y2,group=.id,color=.id))+
      geom_path()+
      guides(color="none")+
      theme_bw()

  }