JSDEsim2: Simulated Trajectory of a Bivariate Jump Diffusion.
In DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions
Description
Usage
Format
Examples
Description
Simulated trajectory of a bivariate jump diffusion with Normally distributed jumps .
.
The dynamics of the process is given by the jump SDE:
Usage
1
data("JSDEsim2")
Format
A data frame with 501 observations on the following 3 variables.
Xta numeric vector
Yta numeric vector
timea numeric vector
Examples
1
DiffusionRjgqd documentation built on May 1, 2019, 9:21 p.m.
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Description Usage Format Examples
Description
Simulated trajectory of a bivariate jump diffusion with Normally distributed jumps . .
The dynamics of the process is given by the jump SDE:
Usage
1 | data("JSDEsim2")
|
Format
A data frame with 501 observations on the following 3 variables.
Xta numeric vector
Yta numeric vector
timea numeric vector
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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