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com.github.jonnylaw.model

SimulateData

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object SimulateData

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  15. def simSdeStream(x0: State, t0: Time, totalIncrement: TimeIncrement, precision: Int, stepFunction: (TimeIncrement) ⇒ (State) ⇒ Rand[State]): Stream[StateSpace]

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    Simulate a diffusion process as a stream

    Simulate a diffusion process as a stream

    x0

    the starting value of the stream

    t0

    the starting time of the stream

    totalIncrement

    the ending time of the stream

    precision

    the step size of the stream 10e(-precision)

    returns

    a lazily evaluated stream of Sde

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  20. final def wait(arg0: Long): Unit

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