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Sim

object Sim

Functions for simulating data associated with a Markov process given an appropriate transition kernel.

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  15. def plotTs[S](ts: Ts[S], title: String = "")(implicit arg0: State[S]): Unit

    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.

    ts

    A time series of States

    title

    Optional figure title

  16. def sample[S](n: Int = 100, x0: S, t0: Time = 0.0, deltat: Time, stepFun: (S, Time, Time) ⇒ S)(implicit arg0: State[S]): List[S]

    Simulate multiple independent realisations from a transition kernel

    Simulate multiple independent realisations from a transition kernel

    n

    The number of realisations required

    x0

    The initial state

    t0

    The intial time

    deltat

    The time interval over which to simulate the process

    stepFun

    The transition kernel to use

    returns

    A List of realisations of the kernel at time t0+deltat

  17. final def synchronized[T0](arg0: ⇒ T0): T0
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  18. def times[S](x0: S, t0: Time = 0.0, timeList: List[Time], stepFun: (S, Time, Time) ⇒ S)(implicit arg0: State[S]): Ts[S]

    Use a transition kernel to simulate states on an irregular time grid

    Use a transition kernel to simulate states on an irregular time grid

    x0

    Initial state

    t0

    Initial time

    timeList

    A list of times where the state of the process is required

    stepFun

    The transition kernel, such as output by one of the functions in Sim

    returns

    A time series of simulated states at the required times corresponding to a single realisation of the underlying stochastic process

  19. def toCsv[S](ts: Ts[S])(implicit arg0: State[S]): String

    Utility for converting a time series to a CSV string

    Utility for converting a time series to a CSV string

    ts

    A time series of States

    returns

    A CSV string

  20. def toString(): String
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  21. def ts[S](x0: S, t0: Time = 0.0, tt: Time = 100.0, dt: Time = 0.1, stepFun: (S, Time, Time) ⇒ S): Ts[S]

    Use a transition kernel to simulate states on a regular time grid

    Use a transition kernel to simulate states on a regular time grid

    x0

    Initial state

    t0

    Initial time

    tt

    The terminal time

    dt

    The time step of the output time grid

    stepFun

    The transition kernel, such as output by one of the functions in Sim

    returns

    A time series of simulated states corresponding to a single realisation of the underlying stochastic process

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