Nothing
simulateStocProc <-
function (dTime, meanT1, sdT1, meanProc, sdProc, betaProc, MODEL="OU")
{
L = length (dTime) + 1
result = rep (0, L)
result[1] = rnorm (1, mean=meanT1, sd=sdT1)
if (MODEL=="OU")
{
sd.tmp = sdProc * (1 - exp (-2*betaProc*dTime)) / 2 / betaProc
for (l in 2:L)
{
mean.tmp = result[l-1] * exp (-betaProc*dTime[l-1]) + meanProc * (1 - exp (-betaProc*dTime[l-1]))
result[l] = rnorm (1, mean=mean.tmp, sd=sd.tmp[l-1])
}
}
if (MODEL=="RW")
{
sd.tmp = sdProc * dTime
for (l in 2:L)
{
mean.tmp = result[l-1] + meanProc * dTime[l-1]
result[l] = rnorm (1, mean=mean.tmp, sd=sd.tmp[l-1])
}
}
return (result)
}
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.