Is there any possibility to force a brownian motion to be reflected within a lower and an upper (maybe even changing) limit?

Thanks for suggestions.

Achim

do you mean:

(vector-round 0.0 6.0 (gen-brownian-motion 128))

 

14 hours ago, opmo said:

do you mean:

(vector-round 0.0 6.0 (gen-brownian-motion 128))

 

Thats a good start. 

Now, how can I map the brownian motion to a tendency mask?

21 hours ago, opmo said:

do you mean:

(vector-round 0.0 6.0 (gen-brownian-motion 128))

 

Is this calculation really reflecting the brownian motion at the limits before a new step is calculated or it is just mapping the result into a specified range?

(setf bw (gen-brownian-motion 128 :seed 425))

 

(vector-round 0.0 6.0 bw)

For further information about the concept of tendency masking, here's 2 links to Cmask implementation.

Something similar in OM would be nice.

 

CMask Manual

ABARTETZKI.USERS.AK.TU-BERLIN.DE

 

 

 

CMask Article

ABARTETZKI.USERS.AK.TU-BERLIN.DE

 

 

How would a tendency mask be different to this?

(progn
 (setf bw (gen-brownian-motion 128 :seed 425))
 (setf env1 '(-5.1 -2.3 1.5 -0.8 4.6 10.6))
 (setf env2 '(1.0 1.2 -1.1 2.1 -0.3 -2.5))
 (list-plot (vector-to-envelope2 env1 env2 bw))
 )

 

6 hours ago, erka said:

How would a tendency mask be different to this?

(progn
 (setf bw (gen-brownian-motion 128 :seed 425))
 (setf env1 '(-5.1 -2.3 1.5 -0.8 4.6 10.6))
 (setf env2 '(1.0 1.2 -1.1 2.1 -0.3 -2.5))
 (list-plot (vector-to-envelope2 env1 env2 bw))
 )

 

For me, I think that's perfect !

 

I know many of the OM functions but totally forgot about that one.

 

Thank you for the trick !

 

Best

 

S.

I had another look at it.

Yes , it is a trick . But not what born wanted:

"brownian motion to be reflected within a lower and an upper (maybe even changing) limit"

Vector-round and vector-to-envelope2 almost ignore :amp and :output of gen-brownian-motion.

They just squeeze and move the result.

I understand that born wanted that when a walk goes upward to a limit it returns at the limit but keeps the :amp and :output.

So you have a :amp 4 and you reach 5.0 you don't move above 5.0 but return.

vector-to-envelope2 doesn't do that. But squeezes the :amps after the walk. So I think there is a difference to a tendency mask .

 

@born: Are the solutions offered good enough or not really addressing what you wanted.

 

I will add to the function reflect -  ensures the simulated motion stays between the lower and upper limits by reflecting it at those limits.

New gen-brownian-motion - update 3.0.28929