OUproces: Ornstein-Uhlenbeck process
In naolsen/simm.fda: Simultaneous inference for Misaligned Functional Data
OUproces R Documentation
Ornstein-Uhlenbeck process
Description
Ornstein-Uhlenbeck process
Usage
OUproces(t, par = c(lambda = 1, noise = 0))
Arguments
t
time points
par
vector with drift and noise terms.
Details
Note that the marginal variance (expect for noise) is assumed to be 1.
Value
Covariance matrix for OU process
naolsen/simm.fda documentation built on June 28, 2022, 2:41 a.m.
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| OUproces | R Documentation |
Ornstein-Uhlenbeck process
Description
Ornstein-Uhlenbeck process
Usage
OUproces(t, par = c(lambda = 1, noise = 0))
Arguments
t |
time points |
par |
vector with drift and noise terms. |
Details
Note that the marginal variance (expect for noise) is assumed to be 1.
Value
Covariance matrix for OU 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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