SDEsim6: Simulated First Passage Times for a Time-Inhomogeneous...

Description Usage Format Examples

Description

A dataset of 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("SDEsim6")

Format

fpt.sim.times

500 000 simulated first passage times.

Examples

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data("SDEsim6")
hist(fpt.sim.times, freq = FALSE, col = 'gray85', border = 'white',
  main = 'First Passage Time Density', ylab = 'Density', xlab = 'Time',
  breaks = 100)

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