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R/sde.sim.milstein2.R
In sde: Simulation and Inference for Stochastic Differential Equations
"sde.sim.milstein2" <-
function(X0, t0, Dt, N, M,
d1, d1.x, d1.xx, s1, s1.x, s1.xx){
return( .Call("sde_sim_milstein2", X0, t0, Dt, as.integer(N),
as.integer(M), d1, d1.x, d1.xx, s1, s1.x, s1.xx, .GlobalEnv, PACKAGE="sde") )
}
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sde documentation built on Sept. 9, 2022, 3:07 p.m.
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"sde.sim.milstein2" <-
function(X0, t0, Dt, N, M,
d1, d1.x, d1.xx, s1, s1.x, s1.xx){
return( .Call("sde_sim_milstein2", X0, t0, Dt, as.integer(N),
as.integer(M), d1, d1.x, d1.xx, s1, s1.x, s1.xx, .GlobalEnv, PACKAGE="sde") )
}
Try the sde package in your browser
Any scripts or data that you put into this service are public.
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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