Nothing
simuProcess <-
function (start, beta, mu, sigma, dt, T, model=c("OU", "BM"), plot=FALSE, ...)
{
model = match.arg (model)
time = seq (0, T, dt)
n = T/dt
normran = rnorm (n, 0, 1)
if (model=="OU")
{
a = exp (-beta * dt)
b = mu * (1-a)
c = sigma * sqrt ((1-a^2) / 2 / beta) * normran
}
else
{
a = 1
b = 0
c = sigma * dt * normran
}
path = rep (0, n+1)
path[1] = start
for (i in 2:(n+1))
path[i] = a*path[i-1] + b + c[i-1]
if (plot==TRUE)
plot (time, path, type="l", xlab="time", ylab="path", ...)
return (cbind (time, path))
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.