Description Usage Arguments Value Author(s) Examples
Sampling of paths of the Ornstein-Uhlenbeck process.
1 2 |
n |
number of functions to sample. |
t |
time locations for the functional data. |
mu |
mean of the process. |
alpha |
strength of the drift. |
sigma |
diffusion coefficient. |
x0 |
a number or a vector of length |
Functional sample, an fdata
object of length n
.
Eduardo García-Portugués (edgarcia@est-econ.uc3m.es).
1 2 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.