Euler-Maruyama Ornstein-Uhlenbeck simulation — morie_tps_langevin

Fits an OU process \(dX_t = theta(mu - X_t) dt + sigma dW_t\) to daily incident counts via OLS on first-differences, then runs n_paths forward simulations of length T_days.

Usage

morie_tps_langevin_simulate(
  df,
  ds_name = "?",
  n_paths = 100L,
  T_days = 365L,
  dt = 1,
  seed = 42L
)

Arguments

df: A data.frame.
ds_name: Character label.
n_paths: Number of forward paths to simulate.
T_days: Forward horizon in days.
dt: Time step (days).
seed: RNG seed.

Value

A morie_rich_result list with theta, mu, sigma, paths (matrix of n_paths x n_steps), and final-day quantiles.