rBAPtransition: Draw from BAP transition density, i.e., X[t] given X[0]
In michaelgordy/basicAffineProcess: Basic Affine Processes
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.
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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.
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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