DOBAD (version 1.0.6)

getBDjTimes: Get Jump times of a BD process.

Description

get times of jumps, split into jumps up and jumps down.

Usage

getBDjTimes(bdMC, getTimes = TRUE)

Arguments

bdMC

A BDMC

getTimes

Bool. If true returns times, otherwise returns indices of times vector.

Value

If getTimes is TRUE:

timesup

times of jumps up

timesdown

times of jumps down

If getTImes is FALSE:

indsup

indices of times for jumps up

indsdown

indices of times for jumps down

Details

List with 2 components of times/indices. First is times of jumps up, second is times of jumps down.