densityOU: Calculate the density of OU process for a given (x,t) pair
In laduplessis/bdskytools: BDSKY Tools
Description
Calculate the density of OU process for a given (x,t) pair
Usage
1
Arguments
x
Vector of trajectory points to calculate density of
t
Vector of time points associated with x
x0
Initial value of the process
mu
Mean
sigma
Standard deviation
nu
Decay rate
log
Return log(p)
laduplessis/bdskytools documentation built on May 20, 2019, 7:33 p.m.
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Description
Calculate the density of OU process for a given (x,t) pair
Usage
1 |
Arguments
x |
Vector of trajectory points to calculate density of |
t |
Vector of time points associated with x |
x0 |
Initial value of the process |
mu |
Mean |
sigma |
Standard deviation |
nu |
Decay rate |
log |
Return log(p) |
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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