pomp (version 4.2)

rw2: 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

Value

A ‘pomp’ object containing simulated data.

Details

The random-walk process is fully but noisily observed.

See Also

More examples provided with pomp: SIR models, blowflies, childhood disease data, dacca(), ebola, gompertz(), ou2(), pomp examples, ricker(), verhulst()

Examples

# NOT RUN {
  library(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()
# }