Kalmanfs: Title

In Michael-Whitehouse/ExtChiarella: What the package does (short line)

Description

Title

Usage

Kalmanfs(p, kappa, beta, gamma, sigma_n, sigma_v, sigma_0, g, alpha, v0, t0)

Arguments

p	price signal
kappa	Fundamentalist demand coefficient
beta	Chartist coefficient
gamma	Saturation parameter
sigma_n	Noise trader volitility
sigma_v	Value signal volitility
sigma_0	initial variance
g	Growth
alpha	smoothing parameter
v0	Initial fundamental value
t0	Burn in time

Examples

f

Michael-Whitehouse/ExtChiarella documentation built on March 6, 2021, 12:24 a.m.