DiffusionRgqd (version 0.1.3)

SDEsim5: Simulated First Passage Times for a Time-Inhomogeneous Non-Linear Diffusion

Description

A histogram with counts/density values for a 500000 simulated first passage times of a diffusion:

SDEsim5.png starting in X_1 = 8 traversing a fixed barrier at B = 8.

Usage

data("SDEsim5")

Format

A data frame with 92 observations on the following 3 variables.

Examples

data(SDEsim5)
plot(SDEsim5$density ~ c(SDEsim5$mids-diff(SDEsim5$mids)[1] / 2), type = 's',
  lty = 'solid', lwd = 1, xlab = 'time', ylab = 'Density')