expectedValOU: Expected value of OU process at times t starting at x0 at...
In laduplessis/bdskytools: BDSKY Tools
Description
Expected value of OU process at times t starting at x0 at time 0
Usage
1
expectedValOU(x0, t, mu, nu)
Arguments
x0
Initial value of the process
t
Vector of time points to evaluate the trajectory at
mu
Mean
nu
Decay rate
sigma
Standard deviation
laduplessis/bdskytools documentation built on May 20, 2019, 7:33 p.m.
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Description
Expected value of OU process at times t starting at x0 at time 0
Usage
1 | expectedValOU(x0, t, mu, nu)
|
Arguments
x0 |
Initial value of the process |
t |
Vector of time points to evaluate the trajectory at |
mu |
Mean |
nu |
Decay rate |
sigma |
Standard deviation |
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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