R: Drift of the WN diffusion in 1D

driftWn1D {sdetorus}

R Documentation

Drift of the WN diffusion in 1D

Computes the drift of the WN diffusion in 1D in a vectorized way.

driftWn1D(x, alpha, mu, sigma, maxK = 2L, expTrc = 30)

`x`	a vector of length `n` containing angles. They all must be in `[\pi,\pi)` so that the truncated wrapping by `maxK` windings is able to capture periodicity.
`alpha`	drift parameter.
`mu`	mean parameter. Must be in `[\pi,\pi)`.
`sigma`	diffusion coefficient.
`maxK`	maximum absolute value of the windings considered in the computation of the WN.
`expTrc`	truncation for exponential: `exp(x)` with `x <= -expTrc` is set to zero. Defaults to `30`.

A vector of length n containing the drift evaluated at x.

driftWn1D(x = seq(0, pi, l = 10), alpha = 1, mu = 0, sigma = 1, maxK = 2,
          expTrc = 30)

[Package sdetorus version 0.1.10 Index]