Nothing
DBridge <- function(x=0, y=0, t0=0, T=1, delta, drift, sigma, ...){
done <- FALSE
while(!done){
Y1 <- sde.sim(X0=x, drift=drift, sigma=sigma, t0=t0, T=T, delta=delta, ...)
Y2 <- sde.sim(X0=y, drift=drift, sigma=sigma, t0=t0, T=T, delta=delta, ...)
Y3 <- ts(rev(Y2), start=start(Y2), end=end(Y2),deltat=deltat(Y2))
id <- Inf
if(Y1[1]>=Y3[1]){
if(!all(Y1>Y3))
min(which(Y1 <= Y3))-1 -> id
} else {
if(!all(Y1<Y3))
min(which(Y1 >= Y3))-1 -> id
}
if(id==0 || id==length(Y1) || id == Inf) {
message("\nno crossing, trying again...")
done <- FALSE
} else {
done <- TRUE
}
}
B <- ts(c(Y1[1:id], Y3[-(1:id)]), start=start(Y1),end=end(Y1),frequency=frequency(Y1))
return(invisible(B))
}
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