constOU: OU model for stable system

Description Usage Arguments Value

Description

Estimate the appropriate mean and variance of the OU process

Usage

1
  constOU(Xo, to, t1, pars)

Arguments

Xo

initial condition

to

initial time

t1

final time

pars

numeric of parameters named Ro, theta, and sigma

Value

a list with values Ex, the expected x value, and Vx, the expected variance


cboettig/earlywarning documentation built on May 13, 2019, 2:07 p.m.