fptdApprox (version 2.5)

print.fpt.density: Printing First-Passage-Time Densities

Description

print.fpt.density shows an object of class “fpt.density”.

Usage

# S3 method for fpt.density
print(x, ...)

Value

Since the length of components of an object of class “fpt.density” is usually large, the print.fpt.density function does not display such object as a list, but in its ‘basic’ structure instead. However, each component can be displayed separately in the usual way.

Arguments

x

an object of class “fpt.density”.

...

further arguments passed to print and format methods.

Author

Patricia Román-Román, Juan J. Serrano-Pérez and Francisco Torres-Ruiz.

References

P. Román-Román, J.J. Serrano-Pérez, F. Torres-Ruiz. (2012) An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function. Applied Mathematics and Computation, 218, 8408--8428.

P. Román-Román, J.J. Serrano-Pérez, F. Torres-Ruiz. (2014) More general problems on first-passage times for diffusion processes: A new version of the fptdApprox R package. Applied Mathematics and Computation, 244, 432--446.

Examples

Lognormal <- diffproc(c("m*x","sigma^2*x^2","dnorm((log(x)-(log(y)+(m-sigma^2/2)*(t-s)))/(sigma*sqrt(t-s)),0,1)/(sigma*sqrt(t-s)*x)", "plnorm(x,log(y)+(m-sigma^2/2)*(t-s),sigma*sqrt(t-s))")) ; 
b <- "4.5 + 4*t^2 + 7*t*sqrt(t)*sin(6*sqrt(t))" ; y <- FPTL(dp = Lognormal, t0 = 0, T = 18, x0 = 1, S = b, list(m = 0.48, sigma = 0.07)) ; yy <- summary(y);
yyy <- Approx.cfpt.density(yy); yyy.cp <- Approx.fpt.density(dp = Lognormal, t0 = 0, T = 18, id = 1, S = "4.5 + 4*t^2 + 7*t*sqrt(t)*sin(6*sqrt(t))", env = list(m = 0.48, sigma = 0.07))
## Continuing the Approx.cfpt.density example:
yyy
print(yyy, digits=10)

## Continuing the Approx.fpt.density example:
yyy.cp
if (FALSE) {
yyy.ucp}