Description Usage Arguments Examples
Vasicek (Ornstein-Uhlenbeck) Model mu = kappa (alpha-x); Sigma =eta;
1 | ModelU7(x, x0, del, param)
|
x |
Observation of the state variable at time t |
x0 |
Observation of the state variable at time t-1 |
del |
The time step between the current and previous observation |
param |
The parameter 3-vector (kappa,alpha,eta) |
1 |
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