EmpiricalDynamics (version 0.1.2)

construct_sde: Construct Stochastic Differential Equation Model

Description

Combines a drift equation and diffusion model into a complete SDE: dZ = f(Z, X, Y) dt + g(Z, X, Y) dW

Usage

construct_sde(
  drift,
  diffusion = NULL,
  variable = NULL,
  refine_with_gls = FALSE,
  gls_max_iter = 10,
  gls_tolerance = 1e-04,
  data = NULL,
  target = NULL
)

Value

An object of class "sde_model"

Arguments

drift

Symbolic equation for the drift term f(.)

diffusion

Variance model for the diffusion term g(.)

variable

Name of the main state variable

refine_with_gls

Use iterative GLS to refine estimates?

gls_max_iter

Maximum iterations for GLS

gls_tolerance

Convergence tolerance for GLS

data

Data frame (required if refine_with_gls = TRUE)

target

Target variable name (required if refine_with_gls = TRUE)