proposal

the parameter from the last iteration step

parOld

propSd


Drawing one sample from the lognormal distribution with mean <code>parOld</code> and standard deviation <code>propSd</code>. Used in Metropolis Hastings algorithms.


Bayesian estimation and prediction for stochastic processes based
on the Euler approximation. Considered processes are: jump diffusion,
(mixed) diffusion models, hidden (mixed) diffusion models, non-homogeneous
Poisson processes (NHPP), (mixed) regression models for comparison and a
regression model including a NHPP.

proposal: Sampling from lognormal proposal density

Description

Usage

Arguments

Examples