DoubleWell: Simulted Double Well with Shifting Modality

Description Usage Format Examples

Description

A simulated diffusion of the form

dX_t = X_t(1+sin(2*pi*t)-X^2)dt +dW_t,

with X_0 = 1.

Usage

1

Format

A data frame with 201 observations on the following 2 variables.

X_t

Vector containing the simulated trajectory.

t

Time points at which the diffusion was observed.

Examples

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2

DiffusionRimp documentation built on May 2, 2019, 2 p.m.