lpoly_sde_averages: LPoly System Implicit SDE Simulator: time-wise averages
In rossklin/SimpleSDESampler: Simple SDE Sampler
Description
Samples multiple times from lpoly_sde and returns the
time-wise average
Usage
1
lpoly_sde_averages(nrep, sys, sigma, start, from, to, steps)
Arguments
nrep
Number of repetitions to average over:
integer
sys
lpoly_system_type XPtr object created with
lpoly_make_system
sigma
Amplitude of noise: scalar
start
Initial position: n vector
from
Initial time: scalar
to
Final time: scalar
steps
Number of points to take, s.t. dt = (from -
to) / (steps + 1): integer
rossklin/SimpleSDESampler documentation built on May 27, 2019, 11:37 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.
Description
Samples multiple times from lpoly_sde and returns the time-wise average
Usage
1 | lpoly_sde_averages(nrep, sys, sigma, start, from, to, steps)
|
Arguments
nrep |
Number of repetitions to average over: integer |
sys |
lpoly_system_type XPtr object created with lpoly_make_system |
sigma |
Amplitude of noise: scalar |
start |
Initial position: n vector |
from |
Initial time: scalar |
to |
Final time: scalar |
steps |
Number of points to take, s.t. dt = (from - to) / (steps + 1): integer |
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.