Generate sample data for SCRW-model

generate_sample_data.r

library(MASS)
set.seed(17)
#
x1 <- c(0, 0)
Sigma <- matrix(c(1, 0.7, 0.7, 1),
                ncol=2,
                nrow=2)
x2 <- mvrnorm(1, x1, Sigma)
r <- c(0.8, 0.3)
# 0.03rad =
# -1.8rad = -103deg
theta <- c(0.03, -1.8)
a <- c(0.8, 0.3)
bmode <- rep(NA, 99)
bmode[1] <- 0
#
x <- matrix(NA, ncol=2, nrow=100)
x[1,] <- x1
x[2,] <- x2
for (i in 2:99){
  # 二項分布乱数rbinom
  bmode[i] <- rbinom(1, 1, 1-a[bmode[i-1]+1])
  TM <- matrix(c(cos(theta[bmode[i]+1]),
                 sin(theta[bmode[i]+1]),
                 -sin(theta[bmode[i]+1]),
                 cos(theta[bmode[i]+1])),
               ncol=2,nrow=2)
  # 多変量正規乱数mvnorm
  x[i+1,] <- mvrnorm(1, x[i,]+r[bmode[i]+1] * TM %*% (x[i,]-x[i-1,]), Sigma)
}
y <- x + matrix(rnorm(200), ncol=2, nrow=100)