Last data update: 2014.03.03

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CranContrib
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Results 1 - 10 of 19 found.
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rsde3d (Package: Sim.DiffProc) : Random Number Generators for 3-Dim SDE

The (S3) generic function rsde3d for simulate random number generators to generate 3-dim sde.
● Data Source: CranContrib
● Keywords: mts, random generators, sde, ts
● Alias: bconfint.rsde3d, kurtosis.rsde3d, mean.rsde3d, median.rsde3d, moment.rsde3d, plot.rsde3d, quantile.rsde3d, rsde3d, rsde3d.default, skewness.rsde3d, summary.rsde3d
1 images

bconfint (Package: Sim.DiffProc) : Kurtosis, Skewness, Moment and Confidence Bands

Generic function for compute the kurtosis, skewness, moment and confidence bands of class "sde".
● Data Source: CranContrib
● Keywords:
● Alias: bconfint, bconfint.default, kurtosis, kurtosis.default, moment, moment.default, skewness, skewness.default
● 0 images

fptsde1d (Package: Sim.DiffProc) : First Passage Time in 1-Dim SDE

The (S3) generic function fptsde1d for simulate first-passage-time (f.p.t) in 1-dim stochastic differential equations.
● Data Source: CranContrib
● Keywords: fpt, sde, ts
● Alias: bconfint.fptsde1d, fptsde1d, fptsde1d.default, kurtosis.fptsde1d, mean.fptsde1d, median.fptsde1d, moment.fptsde1d, plot.fptsde1d, quantile.fptsde1d, skewness.fptsde1d, summary.fptsde1d
3 images

fptsde3d (Package: Sim.DiffProc) : First Passage Time in 3-Dim SDE

The (S3) generic function fptsde3d for simulate first-passage-time (f.p.t) in 3-dim stochastic differential equations.
● Data Source: CranContrib
● Keywords: fpt, mts, sde, ts
● Alias: bconfint.fptsde3d, fptsde3d, fptsde3d.default, kurtosis.fptsde3d, mean.fptsde3d, median.fptsde3d, moment.fptsde3d, plot.fptsde3d, quantile.fptsde3d, skewness.fptsde3d, summary.fptsde3d
1 images

BM (Package: Sim.DiffProc) :

The (S3) generic function for simulation of brownian motion, brownian bridge, geometric brownian motion, and arithmetic brownian motion.
● Data Source: CranContrib
● Keywords: BM, sde, ts
● Alias: ABM, ABM.default, BB, BB.default, BM, BM.default, GBM, GBM.default
1 images

bridgesde3d (Package: Sim.DiffProc) : Simulation of 3-Dim Diffusion Bridge

The (S3) generic function bridgesde3d for simulation of 3-dim diffusion bridge.
● Data Source: CranContrib
● Keywords: mts, sde, ts
● Alias: bconfint.bridgesde3d, bridgesde3d, bridgesde3d.default, kurtosis.bridgesde3d, lines.bridgesde3d, mean.bridgesde3d, median.bridgesde3d, moment.bridgesde3d, plot.bridgesde3d, plot3D.bridgesde3d, points.bridgesde3d, print.bridgesde3d, quantile.bridgesde3d, skewness.bridgesde3d, time.bridgesde3d
1 images

fptsde2d (Package: Sim.DiffProc) : First Passage Time in 2-Dim SDE

The (S3) generic function fptsde2d for simulate first-passage-time (f.p.t) in 2-dim stochastic differential equations.
● Data Source: CranContrib
● Keywords: fpt, mts, sde, ts
● Alias: bconfint.fptsde2d, fptsde2d, fptsde2d.default, kurtosis.fptsde2d, mean.fptsde2d, median.fptsde2d, moment.fptsde2d, plot.fptsde2d, quantile.fptsde2d, skewness.fptsde2d, summary.fptsde2d
1 images

bridgesde2d (Package: Sim.DiffProc) : Simulation of 2-Dim Diffusion Bridge

The (S3) generic function bridgesde2d for simulation of 2-dim diffusion bridge.
● Data Source: CranContrib
● Keywords: mts, sde, ts
● Alias: bconfint.bridgesde2d, bridgesde2d, bridgesde2d.default, kurtosis.bridgesde2d, lines.bridgesde2d, lines2d.bridgesde2d, mean.bridgesde2d, median.bridgesde2d, moment.bridgesde2d, plot.bridgesde2d, plot2d.bridgesde2d, points.bridgesde2d, points2d.bridgesde2d, print.bridgesde2d, quantile.bridgesde2d, skewness.bridgesde2d, time.bridgesde2d
1 images

snssde1d (Package: Sim.DiffProc) : Simulation of 1-Dim Stochastic Differential Equation

The (S3) generic function snssde1d of simulation of solutions to 1-dim stochastic differential equations of Ito or Stratonovich type, with different methods.
● Data Source: CranContrib
● Keywords: mts, sde, ts
● Alias: bconfint.snssde1d, kurtosis.snssde1d, lines.snssde1d, mean.snssde1d, median.snssde1d, moment.snssde1d, plot.snssde1d, points.snssde1d, print.snssde1d, quantile.snssde1d, skewness.snssde1d, snssde1d, snssde1d.default, summary.snssde1d, time.snssde1d
2 images

HWV (Package: Sim.DiffProc) :

The (S3) generic function for simulation of Hull-White/Vasicek or gaussian diffusion models, and Ornstein-Uhlenbeck process.
● Data Source: CranContrib
● Keywords: sde, ts
● Alias: HWV, HWV.default, OU, OU.default
2 images