JSDEsim1: Simulated Trajectory of a Scalar Jump Diffusion.
In eta21/DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions
Description
Usage
Format
Examples
Description
Simulated trajectory of a scalar jump diffusion with Normal distributed jumps ariving with stochastic intensity.
The dynamics of the process is given by the jump SDE:
Usage
1
data("JSDEsim1")
Format
A data frame with 251 observations on the following 2 variables.
XtObserved trajectory.
timeTime index for the observed trajectory
contains_jumpIndicator variable to indicate if a given transition contains a jump (ignore the first value).
Examples
1
eta21/DiffusionRjgqd documentation built on May 16, 2019, 8:54 a.m.
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Description Usage Format Examples
Description
Simulated trajectory of a scalar jump diffusion with Normal distributed jumps ariving with stochastic intensity.
The dynamics of the process is given by the jump SDE:
Usage
1 | data("JSDEsim1")
|
Format
A data frame with 251 observations on the following 2 variables.
XtObserved trajectory.
timeTime index for the observed trajectory
contains_jumpIndicator variable to indicate if a given transition contains a jump (ignore the first value).
Examples
1 |
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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