SDEsim5: Simulated First Passage Times for a Time-Inhomogeneous...
In DiffusionRgqd: Inference and Analysis for Generalized Quadratic Diffusions

Description Usage Format Examples

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

1	data("SDEsim5")

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.

1
2
3

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