rw2 function

Two-dimensional random-walk process

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

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

Returns

A pomp object containing simulated data.

Details

The random-walk process is fully but noisily observed.

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()

  }

See Also

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