grid_function: Discretize function over space-time grid
In shill1729/FeynmanKacSolver: Feynman-Kac PDE solver for Ito diffusions and processes
Description
Usage
Arguments
Details
Value
View source: R/grid_functions.R
Description
Discretizes a function of space-time over a grid.
Usage
1
grid_function(f, x, t = NULL)
Arguments
f
function to evaluate on grid
x
space variable
t
time variable, can be null to discretize a function over just space.
Details
Simple double for-loop for space-time functions and one for-loop for functions of a single-variable
Value
matrix
shill1729/FeynmanKacSolver documentation built on May 19, 2020, 8:23 p.m.
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Description Usage Arguments Details Value
View source: R/grid_functions.R
Description
Discretizes a function of space-time over a grid.
Usage
1 | grid_function(f, x, t = NULL)
|
Arguments
f |
function to evaluate on grid |
x |
space variable |
t |
time variable, can be null to discretize a function over just space. |
Details
Simple double for-loop for space-time functions and one for-loop for functions of a single-variable
Value
matrix
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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