dcCIR2: Likelihood Function For The CIR Model
In charlottedion/mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models
Description
Usage
Arguments
References
Description
Likelihood
Usage
1
Arguments
x
current observation
t
time of observation
x0
starting point, i.e. observation in time 0
theta
parameter (α, β, σ)
log
logical(1) if TRUE, log likelihood
References
Iacus, S. M. (2008). Simulation and Inference for Stochastic Differential Equations.
charlottedion/mixedsde documentation built on May 13, 2019, 3:35 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.
Description Usage Arguments References
Description
Likelihood
Usage
1 |
Arguments
x |
current observation |
t |
time of observation |
x0 |
starting point, i.e. observation in time 0 |
theta |
parameter (α, β, σ) |
log |
logical(1) if TRUE, log likelihood |
References
Iacus, S. M. (2008). Simulation and Inference for Stochastic Differential Equations.
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.