SDEsim5: Simulated First Passage Times for a Time-Inhomogeneous...

Description Usage Format Examples

Description

A histogram with counts/density values for a 500000 simulated first passage times of a diffusion: SDEsim5.png starting in X_1 = 8 traversing a fixed barrier at B = 8.

Usage

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data("SDEsim5")

Format

A data frame with 92 observations on the following 3 variables.

counts

Histogram counts for each bin.

density

Approximate density values.

mids

Midpoints for each bin.

Examples

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data(SDEsim5)
plot(SDEsim5$density ~ c(SDEsim5$mids-diff(SDEsim5$mids)[1] / 2), type = 's',
  lty = 'solid', lwd = 1, xlab = 'time', ylab = 'Density')

DiffusionRgqd documentation built on May 2, 2019, 3:26 a.m.