Uses of Package
dev.nm.stat.stochasticprocess.multivariate.sde.coefficients
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Classes in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients used by dev.nm.stat.stochasticprocess.multivariate.sde Class Description DiffusionMatrix The diffusion term, σ, of an SDE takes this form: σ(dt, Xt, Zt, ...).DriftVector The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...). -
Classes in dev.nm.stat.stochasticprocess.multivariate.sde.coefficients used by dev.nm.stat.stochasticprocess.multivariate.sde.coefficients Class Description DiffusionMatrix The diffusion term, σ, of an SDE takes this form: σ(dt, Xt, Zt, ...).DiffusionSigma This class implements the diffusion term in the form of a diffusion matrix.DriftVector The drift term, μ, of an SDE takes this form: μ(dt, Xt, Zt, ...).