JSDEsim3: Jump Observations for a Bivariate Simulated Dataset.
In eta21/DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions
Description
Usage
Format
Examples
Description
Jump observations for a simulated trajectory of a bivariate jump diffusion with Normally distributed jumps.
.
The dynamics of the process is given by the jump SDE:
Usage
1
data("JSDEsim3")
Format
A data frame with 100001 observations on the following 3 variables.
XjumpsObserved jumps in the X-dimension.
YjumpsObserved jumps in the X-dimension.
JtimeTimes at which jumps are observed.
Examples
1
2
eta21/DiffusionRjgqd documentation built on May 16, 2019, 8:54 a.m.
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Description Usage Format Examples
Description
Jump observations for a simulated trajectory of a bivariate jump diffusion with Normally distributed jumps. .
The dynamics of the process is given by the jump SDE:
Usage
1 | data("JSDEsim3")
|
Format
A data frame with 100001 observations on the following 3 variables.
XjumpsObserved jumps in the X-dimension.
YjumpsObserved jumps in the X-dimension.
JtimeTimes at which jumps are observed.
Examples
1 2 |
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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