This function simulates a Bivariate Brownian Motion.
simm.brown(date = 1:100, x0 = c(0, 0), h = 1, id = "A1", burst = id,
proj4string=CRS())An object of class ltraj
a vector indicating the date (in seconds) at which
relocations should be simulated. This vector can be of class
POSIXct
a vector of length 2 containing the coordinates of the startpoint of the trajectory
Scaling parameter for the brownian motion (larger values give smaller dispersion)
a character string indicating the identity of the simulated
animal (see help(ltraj))
a character string indicating the identity of the simulated
burst (see help(ltraj))
a valid CRS object containing the projection
information (see ?CRS from the package sp).
Clement Calenge clement.calenge@ofb.gouv.fr
Stephane Dray dray@biomserv.univ-lyon1.fr
Manuela Royer royer@biomserv.univ-lyon1.fr
Daniel Chessel chessel@biomserv.univ-lyon1.fr
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.
~put references to the literature/web site here ~
ltraj, hbrown
plot(simm.brown(1:1000), addpoints = FALSE)
## Note the difference in dispersion:
plot(simm.brown(1:1000, h = 4), addpoints = FALSE)
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