rBAPtransition: Draw from BAP transition density, i.e., X[t] given X[0]

Description Usage Value

Description

Draw from BAP transition density, i.e., X[t] given X[0]

Usage

1
rBAPtransition(X0, mu, kappa, sigma, lambda = 0, zeta = 1, horizon)

Value

Xt Value of processes at time t.


michaelgordy/basicAffineProcess documentation built on May 22, 2019, 9:50 p.m.