Sim.DiffProc (version 2.8)

bconfint: Kurtosis, Skewness, Moment and Confidence Bands

Description

Generic function for compute the kurtosis, skewness, moment and confidence bands of class "sde".

Usage

## S3 method for class 'default':
bconfint(x, level = 0.95, \dots)
## S3 method for class 'default':
kurtosis(x, \dots)
## S3 method for class 'default':
moment(x,order = 2, \dots)
## S3 method for class 'default':
skewness(x, \dots)

Arguments

x

an object inheriting from class "sde".

order

order of moment.

level

the confidence level required.

...

further arguments for (non-default) methods.

newcommand

\CRANpkg

href

http://CRAN.R-project.org/package=#1

pkg

#1

Examples

## Example 1:
## dX(t) = 2*(3-X(t)) *dt + dW(t)

f <- expression( 2*(3-x) )
g <- expression( 1 )
res <- rsde1d(drift=f,diffusion=g,M=100,N=1000,tau=0.5412)
kurtosis(res)
skewness(res)
bconfint(res,level = 0.95)
moment(res,order=c(2,3,4,5))