is.fpt.density: Testing for objects of class "fpt.density"

In fptdApprox: Approximation of First-Passage-Time Densities for Diffusion Processes

Testing for objects of class “fpt.density”

Description

is.fpt.density tests if its argument is an object of class “fpt.density”.

Usage

is.fpt.density(obj)

Arguments

obj	an R object to be tested.

Value

is.fpt.density returns TRUE or FALSE depending on whether its argument is an object of class “fpt.density” or not.

An object of class “fpt.density” is a three-component list:

x	a sequence of suitable time instants in [t_0, \ T] according to the arguments in the function call.
y	the approximate f.p.t. density function values on the x sequence for the unconditioned or conditioned problem at hand.
y.x0	NULL for a conditioned f.p.t. problem or a matrix with the values, by columns, of the approximate f.p.t. densities conditioned to each considered value x_0 of the initial ditribution for an unconditioned f.p.t. problem.

It also includes six additional attributes. For more details, see the values of Approx.cfpt.density and Approx.fpt.density functions.

Author(s)

Patricia Román-Román, Juan J. Serrano-Pérez and Francisco Torres-Ruiz.

References

P. Román-Román, J.J. Serrano-Pérez, F. Torres-Ruiz. (2012) An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function. Applied Mathematics and Computation, 218, 8408–8428.

P. Román-Román, J.J. Serrano-Pérez, F. Torres-Ruiz. (2014) More general problems on first-passage times for diffusion processes: A new version of the fptdApprox R package. Applied Mathematics and Computation, 244, 432–446.

Examples

## Testing fpt.density objects

## Continuing the Approx.cfpt.density example:
is.fpt.density(yyy)

## Continuing the Approx.fpt.density example:
is.fpt.density(yyy.cp)
## Not run: 
is.fpt.density(yyy.ucp)
## End(Not run)

fptdApprox documentation built on Nov. 2, 2023, 5:07 p.m.