cf_edo_solv_precor: Ordinary differenatial equation solver
In pedroguarderas/CFINI: Computational finance routines
cf_edo_solv_precor R Documentation
Ordinary differenatial equation solver
Description
Solver for ordinary differential equations, implemented with the predictor
corrector method.
Usage
cf_edo_solv_precor(t, v0, f, m = 2L, err = 0.01)
Arguments
t
time grid, could be adapted
v0
initial value
f
dynamic function
m
number of iterations
err
tolerance error
Value
Return the numerical solution to the ODE.
Note
The solver is implemented to compute the solution forwards in time.
Author(s)
Pedro Guarderas
pedro.felipe.guarderas@gmail.com
pedroguarderas/CFINI documentation built on Feb. 16, 2024, 2:17 p.m.
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.
| cf_edo_solv_precor | R Documentation |
Ordinary differenatial equation solver
Description
Solver for ordinary differential equations, implemented with the predictor corrector method.
Usage
cf_edo_solv_precor(t, v0, f, m = 2L, err = 0.01)
Arguments
t |
time grid, could be adapted |
v0 |
initial value |
f |
dynamic function |
m |
number of iterations |
err |
tolerance error |
Value
Return the numerical solution to the ODE.
Note
The solver is implemented to compute the solution forwards in time.
Author(s)
Pedro Guarderas pedro.felipe.guarderas@gmail.com
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.