Stgamma

alpha

beta

if <code>output = TRUE</code> write a <code>output</code> to an Excel 2007.

output

Simulation stochastic process by a gamma distribution.

Simulation

Environment R

Simulation of diffusion processes and numerical solution
        of stochastic differential equations. Analysis of discrete-time
        approximations for stochastic differential equations (SDE)
        driven by Wiener processes,in financial and actuarial modeling
        and other areas of application for example modelling and
        simulation of dispersion in shallow water using the attractive
        center (K.BOUKHETALA,1996). Simulation and statistical analysis
        of the first passage time (FPT) and M-samples of the random
        variable X(v) given by a simulated diffusion process.

Data Engineering and BI courses are free this week!

Stgamma: Creating Stochastic Process The Gamma Distribution

Description

Usage

Arguments

Value

See Also

Examples