rCIRstationary: Draw from CIR stationary distribution.
In michaelgordy/basicAffineProcess: Basic Affine Processes
Description
Usage
Arguments
Value
Description
If n>1, return will be a vector of length n,
with vector elements draw independently. This is convenient
for simulation of many independent paths simulataneously.
Usage
1
rCIRstationary(mu, kappa, sigma, n = 1)
Arguments
mu
Drift of process.
kappa
Mean reversion of process.
sigma
Volatility of process.
n=1
number of observations.
Value
X Value of process.
michaelgordy/basicAffineProcess documentation built on May 22, 2019, 9:50 p.m.
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Description Usage Arguments Value
Description
If n>1, return will be a vector of length n,
with vector elements draw independently. This is convenient
for simulation of many independent paths simulataneously.
Usage
1 | rCIRstationary(mu, kappa, sigma, n = 1)
|
Arguments
mu |
Drift of process. |
kappa |
Mean reversion of process. |
sigma |
Volatility of process. |
n=1 |
number of observations. |
Value
X Value of process.
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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