Description Usage Arguments Value Examples
Simulate langevin diffusion using the Exact Algorithm with pi = exp(-(beta*(x-mean)^4)/2)
1 | diffusion_probability_exp_4(x0, y, s, t, K, mean, beta)
|
x0 |
start value |
y |
end value |
s |
start time |
t |
end time |
K |
lower bound of the phi function |
mean |
mean value |
beta |
real value |
acceptance probability of simulating langevin diffusion with pi = exp(-(beta*(x-mean)^4)/2)
1 2 |
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