This function simulates a Bivariate Brownian Motion.
Usage
simm.brown(date = 1:100, x0 = c(0, 0), h = 1, id = "A1", burst = id)
Arguments
date
a vector indicating the date (in seconds) at which
relocations should be simulated. This vector can be of class
POSIXct
x0
a vector of length 2 containing the coordinates of the
startpoint of the trajectory
h
Scaling parameter for the brownian motion (larger values give
smaller dispersion)
id
a character string indicating the identity of the simulated
animal (see help(ltraj))
burst
a character string indicating the identity of the simulated
burst (see help(ltraj))
Value
An object of class ltraj
Details
A bivariate Brownian motion can be described by a vector
B2(t) = (Bx(t), By(t)), where Bx and By are
unidimensional Brownian motions. Let F(t) the set of all
possible realisations of the process (B2(s), 0 < s < t).
F(t) therefore corresponds to the known information at time
t. The properties of the bivariate Brownian motion are
therefore the following: (i) B2(0)= c(0,0) (no uncertainty at
time t = 0); (ii) B2(t) - B2(s) is independent of
F(s) (the next increment does not depend on the present or past
location); (iii) B2(t) - B2(s) follows a bivariate normal
distribution with mean c(0,0) and with variance equal to
(t-s).
Note that for a given parameter h, the process 1/h * B2(
t * h^2 ) is a Brownian motion. The function simm.brown
simulates the process B2(t * h^2). Note that the function
hbrown allows the estimation of this scaling factor from data.