Diffusion processes

Description

diffusion creates an object of class “diffusion” from the set of provided values. is.diffusionchecks if its argument is an object of class “diffusion”. print shows an object of class “diffusion”.

Usage

diffusion(text)
is.diffusion(obj)
## S3 method for class 'diffusion'
print(x, ...)

Arguments

Value

diffusion returns an object of class “diffusion” that defines a family of diffusion processes. It is a two-component list:

is.diffusion returns TRUE or FALSE depending on whether its argument is an object of class “diffusion” or not. print.diffusion shows a brief description of the process reporting the functional form of its infinitesimal mean and variance.

Author(s)

A. Buonocore, M.F. Carfora

Examples

## Creating a "diffusion" object representing a Wiener process 
Wiener <- diffusion(c("mu","sigma2"))

## Creating a "diffusion" object representing 
## an Ornstein-Uhlenbeck process with an injected current

OrnUhlCur <- diffusion(c("-x/theta + mu + i0*exp(-(t-t0)/theta1)","sigma2"))

## testing diffusion objects

is.diffusion(Wiener)
is.diffusion(OrnUhlCur)

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)

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You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

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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(GaDiFPT)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/GaDiFPT/diffusion.Rd_%03d_medium.png", width=480, height=480)
> ### Name: diffusion
> ### Title: Diffusion processes
> ### Aliases: diffusion is.diffusion print.diffusion
> 
> ### ** Examples
> 
> ## Creating a "diffusion" object representing a Wiener process 
> Wiener <- diffusion(c("mu","sigma2"))
> 
> ## Creating a "diffusion" object representing 
> ## an Ornstein-Uhlenbeck process with an injected current
> 
> OrnUhlCur <- diffusion(c("-x/theta + mu + i0*exp(-(t-t0)/theta1)","sigma2"))
> 
> ## testing diffusion objects
> 
> is.diffusion(Wiener)
[1] TRUE
> is.diffusion(OrnUhlCur)
[1] TRUE
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>