meanJumpSize: Compute mean jump size given list of jump-dynamics variables
In shill1729/sdes: Stochastic differential equation solver
Description
Usage
Arguments
Details
Value
Description
Compute mean jump size given list of jump-dynamics variables
Usage
1
meanJumpSize(jump_specs, samples = 10000)
Arguments
jump_specs
list of variables defining jump dynamics, see details
samples
number of variates to use in Monte-Carlo estimation of mean jump-size
Details
the list jump_specs should contain
-
distr the jump-size distribution name: "kou", "norm" or "unif",
-
param the list of parameters for the above distribution
Value
numeric
shill1729/sdes documentation built on Aug. 30, 2021, 6:36 p.m.
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Description Usage Arguments Details Value
Description
Compute mean jump size given list of jump-dynamics variables
Usage
1 | meanJumpSize(jump_specs, samples = 10000)
|
Arguments
jump_specs |
list of variables defining jump dynamics, see details |
samples |
number of variates to use in Monte-Carlo estimation of mean jump-size |
Details
the list jump_specs should contain
-
distrthe jump-size distribution name: "kou", "norm" or "unif", -
paramthe list of parameters for the above distribution
Value
numeric
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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