Simulated First Passage Times for a Time-Inhomogeneous Non-Linear Diffusion

Description

A histogram with counts/density values for a 500000 simulated first passage times of a diffusion: starting in X_1 = 8 traversing a fixed barrier at B = 8.

Usage

data("SDEsim5")

Format

A data frame with 92 observations on the following 3 variables.

counts

Histogram counts for each bin.

density

Approximate density values.

mids

Midpoints for each bin.

Examples

data(SDEsim5)
plot(SDEsim5$density ~ c(SDEsim5$mids-diff(SDEsim5$mids)[1] / 2), type = 's',
  lty = 'solid', lwd = 1, xlab = 'time', ylab = 'Density')

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(DiffusionRgqd)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/DiffusionRgqd/SDEsim5.Rd_%03d_medium.png", width=480, height=480)
> ### Name: SDEsim5
> ### Title: Simulated First Passage Times for a Time-Inhomogeneous
> ###   Non-Linear Diffusion
> ### Aliases: SDEsim5
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data(SDEsim5)
> plot(SDEsim5$density ~ c(SDEsim5$mids-diff(SDEsim5$mids)[1] / 2), type = 's',
+   lty = 'solid', lwd = 1, xlab = 'time', ylab = 'Density')
> 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>