Description Usage Arguments Examples
Simulation of a hidden stochastic process model Z_i = Y_{t_i} + ε_i, dY_t = b(φ,t,Y_t)dt + γ \widetilde{s}(t,Y_t)dW_t, ε_i\sim N(0,σ^2), Y_{t_0}=y_0(φ, t_0).
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object |
class object of parameters: "hiddenDiffusion" |
nsim |
number of trajectories to simulate. Default is 1. |
seed |
optional: seed number for random number generator |
t |
vector of time points |
mw |
mesh width for finer Euler approximation to simulate time-continuity |
plot.series |
logical(1), if TRUE, simulated series are depicted grafically |
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