Description Usage Arguments Value Author(s) Examples
diffusion
creates an object of class “diffusion” from the set of provided values.
is.diffusion
checks if its argument is an object of class “diffusion”.
print
shows an object of class “diffusion”.
1 2 3 4 | diffusion(text)
is.diffusion(obj)
## S3 method for class 'diffusion'
print(x, ...)
|
text |
a character vector of length two, containing the infinitesimal mean and infinitesimal variance of the process |
obj |
an R object to be tested |
x |
an object of class “diffusion” |
... |
additional arguments potentially passed (currently none is considered). |
diffusion
returns an object of class “diffusion” that defines a family of diffusion processes.
It is a two-component list:
mean |
character of length 1 with the mathematical expression of the infinitesimal mean of the process; |
var |
character of length 1 with the mathematical expression of the infinitesimal variance of the process. |
is.diffusion
returns TRUE
or FALSE
depending on whether its argument is an object of class “diffusion” or not.
print.diffusion
shows a brief description of the process reporting the functional form of its infinitesimal mean and variance.
A. Buonocore, M.F. Carfora
1 2 3 4 5 6 7 8 9 10 11 12 | ## Creating a "diffusion" object representing a Wiener process
Wiener <- diffusion(c("mu","sigma2"))
## Creating a "diffusion" object representing
## an Ornstein-Uhlenbeck process with an injected current
OrnUhlCur <- diffusion(c("-x/theta + mu + i0*exp(-(t-t0)/theta1)","sigma2"))
## testing diffusion objects
is.diffusion(Wiener)
is.diffusion(OrnUhlCur)
|
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