moment {Sim.DiffProc} | R Documentation |
Generic function for compute the kurtosis, skewness, median, mode and coefficient of variation (relative variability), moment and confidence interval of class "sde"
.
## Default S3 method: bconfint(x, level = 0.95, ...) ## Default S3 method: kurtosis(x, ...) ## Default S3 method: moment(x, order = 1,center = TRUE, ...) ## Default S3 method: cv(x, ...) ## Default S3 method: skewness(x, ...) ## Default S3 method: Median(x, ...) ## Default S3 method: Mode(x, ...)
x |
an object inheriting from class |
order |
order of moment. |
center |
if |
level |
the confidence level required. |
... |
potentially further arguments for (non-default) methods. |
A.C. Guidoum, K. Boukhetala.
## Example 1: ## dX(t) = 2*(3-X(t)) *dt + dW(t) set.seed(1234) f <- expression( 2*(3-x) ) g <- expression( 1 ) mod <- snssde1d(drift=f,diffusion=g,M=10000,T=5) ## Monte-Carlo statistics of 5000 trajectory of X(t) at final time T of 'mod' summary(mod) kurtosis(mod) skewness(mod) mean(mod) Median(mod) Mode(mod) moment(mod,order=4) cv(mod) bconfint(mod,level = 0.95) ## of mean