Man pages for michaelgordy/basicAffineProcess
Basic Affine Processes
| basicAffineProcess | basicAffineProcess: A package of tools for the Basic Affine... |
| laplaceBAP | Laplace transform for BAP |
| laplaceBAPmontecarlo.trapezoid | Laplace transform for BAP process by simulation with... |
| laplaceCIR | Laplace transform for CIR process |
| laplaceMRCP | Laplace transform for MRCP process |
| rBAPtransition | Draw from BAP transition density, i.e., X[t] given X[0] |
| rBAPtransition2 | Draw (X[t],Y[t]) jointly from BAP transition density. |
| rBAPtransition2.trapezoid | Draw (X[t],Y[t]) jointly from BAP transition density. |
| rBessel | Draw a Bessel variate. |
| rCIRintegrated | Draw Y[t] conditional on (X[0],X[t]). |
| rCIRpath | Draw path from CIR transition density on [0,horizon] |
| rCIRstationary | Draw from CIR stationary distribution. |
| rCIRtransition | Draw from CIR transition density |
| rCIRtransition2 | Draw ([X[t],Y[t]) jointly from CIR transition density |
| rMCRPtransition2 | Draw (X[t],Y[t]) jointly from MRCP transition density. |
| rMRCPtransition | Draw from MRCP transition density, i.e., X[t] given X[0] |
