mvOUproces: Multivariate OU process

View source: R/Kovarianser.R

mvOUprocesR Documentation

Multivariate OU process

Description

Multivariate OU process

Usage

mvOUproces(t, lambda = 1, sig, noise = 0)

Arguments

t
lambda

drift parameter.

sig

Marginal covariance. K x K matrix

noise

naolsen/simm.fda documentation built on June 28, 2022, 2:41 a.m.