API for Uffe-H-Thygesen/SDEtools
Utilities for Stochastic Differential Equations

Global functions
CrossVariation Man page Source code
HMMfilterSDE Man page Source code
PolicyIterationRegular Man page Source code
PolicyIterationSingular Man page Source code
QuadraticVariation Man page Source code
QuasiStationaryDistribution Man page Source code
Riccati Source code
StationaryDistribution Man page Source code
TransientModes Man page Source code
cell.centers Man page Source code
cir.parameters Source code
dCIR Man page Source code
dLinSDE Man page Source code
dOU Man page Source code
euler Man page Source code
fvade Man page Source code
fvade2d Man page Source code
heun Man page Source code
itointegral Man page Source code
lqr Man page Source code
lyap Man page Source code
ou.parameters Source code
pCIR Man page Source code
pOU Man page Source code
pack.field Man page Source code
prob2pdf Man page Source code
qCIR Man page Source code
qOU Man page Source code
rBM Man page Source code
rBrownianBridge Man page Source code
rCIR Man page Source code
rOU Man page Source code
rvBM Man page Source code
stochint Man page Source code
unpack.field Man page Source code
Uffe-H-Thygesen/SDEtools documentation built on Jan. 15, 2025, 6:41 p.m.