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Sim.DiffProc (version 2.5)

Stllogis3: Creating Stochastic Process The Three-Parameter Log Logistic Distribution

Description

Simulation stochastic process by a three-parameter log logistic distribution.

Usage

Stllogis3(N, t0, x0, T, location, scale, thres, output = FALSE)

Arguments

N
size of process.
t0
initial time.
x0
initial value at time t0.
T
final time.
location
location parameter.
scale
scale parameter.
thres
thres parameter.
output
if output = TRUE write a output to an Excel (.csv).

Value

  • data.frame(time,x) and plot of process.

See Also

Stgamma,Stweibull,Stchisq,Stcauchy,Stbeta,Stlnorm,Stlnorm3, Stexp,Stlgamma3,Stweibull3,Stlogis,Stlgamma3,Stllogis,Stgp, Stgamma3,SRW,WNG,Stst.

Examples

Run this code
Stllogis3(N=1000,t0=0,x0=0,T=1,location=-5,scale=1,thres=-1)

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