ornstein: Ornstein-Uhlenbeck time series
In citiususc/voila: Variational Inference for Langevin Equations
Description
A simulation of a trajectory from an Ornstein-Uhlenbeck SDE with drift
f(x) = -x and diffusion sqrt(g(x)) = sqrt(1.5)
Usage
1
Format
A ts object
citiususc/voila documentation built on May 13, 2019, 7:30 p.m.
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Description
A simulation of a trajectory from an Ornstein-Uhlenbeck SDE with drift f(x) = -x and diffusion sqrt(g(x)) = sqrt(1.5)
Usage
1 |
Format
A ts object
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.
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