X: Simulated GOU process
In GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
X R Documentation
Simulated GOU process
Description
Simulated GOU process with set.seed(3253), theta=list(cos=c(1,2),alpha=1)
theta_star=list(cos=c(2,4),alpha=2), using X=SimGOUexact(20,500,0,1000,theta,theta_star,3)
Usage
data(X)
Format
Simulated GOU process (X)
Examples
data(X)
GenOU documentation built on Aug. 28, 2025, 9:09 a.m.
R Package Documentation
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| X | R Documentation |
Simulated GOU process
Description
Simulated GOU process with set.seed(3253), theta=list(cos=c(1,2),alpha=1) theta_star=list(cos=c(2,4),alpha=2), using X=SimGOUexact(20,500,0,1000,theta,theta_star,3)
Usage
data(X)Format
Simulated GOU process (X)
Examples
data(X)
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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