Description Usage Arguments Value Author(s) References See Also Examples
GQD.plot()
recognizes output objects calculated using routines from the DiffusionRgqd package and subsequently constructs an appropriate plot, for example a perspective plot of a transition density.
1 |
x |
Generic GQD-objects, i.e. |
thin |
Thinning interval for |
burns |
Number of parameter draws to discard for |
h |
if |
palette |
Colour palette for drawing trace plots. Default |
Varies in accordance with input type.
Etienne A.D. Pienaar: etiannead@gmail.com
Updates available on GitHub at https://github.com/eta21.
GQD.mcmc
, GQD.mle
, GQD.density
, BiGQD.density
etc.
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# Remove any existing coefficients
GQD.remove()
# Define drift Coefficients. Note that the limiting mean is sinusoidal.
G0 <- function(t){2*(10+sin(2*pi*(t-0.5)))}
G1 <- function(t){-2}
# Define sinusoidal diffusion coefficient with `faster' oscillation.
Q1 <- function(t){0.25*(1+0.75*(sin(4*pi*t)))}
states <- seq(5,15,1/10) # State values
initial <- 8 # Starting value of the process
Tmax <- 5 # Time horizon
Tstart <- 1 # Time starts at 1
increment <- 1/100 # Incremental time steps
# Generate the transitional density
M <- GQD.density(Xs=initial,Xt=states,s=Tstart,t=Tmax,delt=increment)
GQD.plot(M)
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