gbmtheta: Estimate 'theta' of a geometric Brownian motion model.

Description Usage Arguments

View source: R/gbmtheta.R

Description

Estimate theta of a geometric Brownian motion model.

Usage

1
gbmtheta(upre, u0, t3)

Arguments

upre

pre-breakdown speed, a number

u0

breakdown speed, a number

t3

time when u0 is initiated, a number


PJOssenbruggen/Basic documentation built on May 25, 2019, 1:20 p.m.