sim_CIR: Simulate Cox-Ingersoll-Ross model
In TheoMichelot/utilTM: My Utility Functions
sim_CIR R Documentation
Simulate Cox-Ingersoll-Ross model
Description
Simulate Cox-Ingersoll-Ross model
Usage
sim_CIR(times, mu = 1, beta = 1, sigma = 1, z0 = 1)
Arguments
times
Times of observation
mu
Mean (> 0)
beta
Reversion (> 0)
sigma
Diffusion (> 0)
z0
Initial value for simulation (> 0)
Value
Data frame with columns z (simulated process) and time
TheoMichelot/utilTM documentation built on April 14, 2025, 12:52 p.m.
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.
| sim_CIR | R Documentation |
Simulate Cox-Ingersoll-Ross model
Description
Simulate Cox-Ingersoll-Ross model
Usage
sim_CIR(times, mu = 1, beta = 1, sigma = 1, z0 = 1)
Arguments
times |
Times of observation |
mu |
Mean (> 0) |
beta |
Reversion (> 0) |
sigma |
Diffusion (> 0) |
z0 |
Initial value for simulation (> 0) |
Value
Data frame with columns z (simulated process) and time
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.