JSDEsim1: Simulated Trajectory of a Scalar Jump Diffusion.

In DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions

Description

Simulated trajectory of a scalar jump diffusion with Normal distributed jumps ariving with stochastic intensity.

The dynamics of the process is given by the jump SDE:

Usage

data("JSDEsim1")

Format

A data frame with 251 observations on the following 2 variables.

Xt

Observed trajectory.

time

Time index for the observed trajectory

contains_jump

Indicator variable to indicate if a given transition contains a jump (ignore the first value).

Examples

data(JSDEsim1)

Example output

Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE 
3: .onUnload failed in unloadNamespace() for 'rgl', details:
  call: fun(...)
  error: object 'rgl_quit' not found 

DiffusionRjgqd documentation built on May 1, 2019, 9:21 p.m.