Sim
Related Doc:
package smfsb
A function for producing a very simple plot of a time series, useful for a quick eye-balling of simulation output.
A function for producing a very simple plot of a time series, useful for a quick eye-balling of simulation output. Called purely for the side-effect of rendering a plot on the console.
A time series of States
Optional figure title
Simulate multiple independent realisations from a transition kernel
Simulate multiple independent realisations from a transition kernel
The number of realisations required
The initial state
The intial time
The time interval over which to simulate the process
The transition kernel to use
A List of realisations of the kernel at time t0+deltat
Use a transition kernel to simulate states on an irregular time grid
Use a transition kernel to simulate states on an irregular time grid
Initial state
Initial time
A list of times where the state of the process is required
The transition kernel, such as output by one of the functions in Sim
A time series of simulated states at the required times corresponding to a single realisation of the underlying stochastic process
Utility for converting a time series to a CSV string
Utility for converting a time series to a CSV string
A time series of States
A CSV string
Use a transition kernel to simulate states on a regular time grid
Use a transition kernel to simulate states on a regular time grid
Initial state
Initial time
The terminal time
The time step of the output time grid
The transition kernel, such as output by one of the functions in Sim
A time series of simulated states corresponding to a single realisation of the underlying stochastic process
Functions for simulating data associated with a Markov process given an appropriate transition kernel.