driftWn1D {sdetorus}R Documentation

Drift of the WN diffusion in 1D

Description

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

Usage

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

Arguments

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.

Value

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

Examples

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

[Package sdetorus version 0.1.10 Index]