instabilityTest: instabilityTest
In instabilityTest: Testing Markov chain instability after simulation
Description
Usage
Arguments
Value
View source: R/instabilityTest.R
Description
Test simulation result on instability.
Usage
1
instabilityTest(w, fi, kappa, delta, tau)
Arguments
w
increment of Markov chain in simulation time.
fi
upper estimate for the absolute value of Markov chain increment in one step.
kappa
lower estimate for the initial state of Markov chain.
delta
the downward drift that a process must exhibit in order to be stable. Significance level analogue.
tau
simulation time.
Value
TRUE, if Markov chain is instable. FALSE doesn't mean that chain is stable.
instabilityTest documentation built on Sept. 13, 2021, 3 p.m.
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Description Usage Arguments Value
View source: R/instabilityTest.R
Description
Test simulation result on instability.
Usage
1 | instabilityTest(w, fi, kappa, delta, tau)
|
Arguments
w |
increment of Markov chain in simulation time. |
fi |
upper estimate for the absolute value of Markov chain increment in one step. |
kappa |
lower estimate for the initial state of Markov chain. |
delta |
the downward drift that a process must exhibit in order to be stable. Significance level analogue. |
tau |
simulation time. |
Value
TRUE, if Markov chain is instable. FALSE doesn't mean that chain is stable.
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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