Sim
Functions for simulating data associated with a Markov process given an appropriate transition kernel.
Attributes
- Graph
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- Supertypes
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class Objecttrait Matchableclass Any
- Self type
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Sim.type
Members list
Value members
Concrete methods
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 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.
Value parameters
- title
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Optional figure title
- ts
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A time series of
States
Attributes
Simulate multiple independent realisations from a transition kernel
Simulate multiple independent realisations from a transition kernel
Value parameters
- deltat
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The time interval over which to simulate the process
- n
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The number of realisations required
- stepFun
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The transition kernel to use
- t0
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The intial time
- x0
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The initial state
Attributes
- Returns
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A
Listof realisations of the kernel at timet0+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
Value parameters
- stepFun
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The transition kernel, such as output by one of the functions in
Sim - t0
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Initial time
- timeList
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A list of times where the state of the process is required
- x0
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Initial state
Attributes
- Returns
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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
Value parameters
- ts
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A time series of
States
Attributes
- Returns
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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
Value parameters
- dt
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The time step of the output time grid
- stepFun
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The transition kernel, such as output by one of the functions in
Sim - t0
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Initial time
- tt
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The terminal time
- x0
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Initial state
Attributes
- Returns
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A time series of simulated states corresponding to a single realisation of the underlying stochastic process