Create Rayleigh Flight (Brownian Motion) — flight

Creates a Rayleigh flight by taking increments from the Normal distributions implemented as the stable distribution (stabledist::rstable()) with index paramter alpha = 2 and skewness parameter beta = 0.

flight_Rayleigh(
  N = 1000,
  ndims = 2,
  alpha = 2,
  beta = 0,
  scale = 1,
  location = 0
)

Arguments

N: Length of time series (default = 1000)
ndims: Number of dimensions (default = 2)
alpha: Index of stability parameter in (0,2]
beta: Skewness parameter in [-1,1]
scale: Scale parameterin (0,Inf)
location: Location (shift) parameter in [-Inf,Inf]

Value

A data frame with ndims columns and N rows.

Examples


df <- flight_Rayleigh()
plot(density(diff(df$dim1)))

plot(df$dim1, df$dim2, type = "l")