object Sim
Functions for simulating data associated with a Markov process given an appropriate transition kernel.
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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
-
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 timet0+deltat
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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
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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
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def
toString(): String
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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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