fptdApprox (version 2.5)

report.fpt.density: Writing a Report of a fpt.density Object

Description

A report is generated with the information contained in an object of class “fpt.density”.

Usage

# S3 method for fpt.density
report(obj, report.sfptl = FALSE, tex = FALSE, digits = 8, ...)

Value

Send the report to the command windows.

Arguments

obj

an object of class “fpt.density”, a result of a call to Approx.cfpt.density or Approx.fpt.density functions.

report.sfptl

logical. If TRUE, also writes a report with the information contained in the object of class “summary.fptl” from which the obj object was created.

tex

logical, specifies whether to generate formatted LaTeX output (TRUE) or plain text file (FALSE).

digits

integer indicating the significant digits to be used.

...

additional arguments potentially passed (currently none is considered).

Author

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

Details

The resulting report can be recicled by copy-and-pasting into a document (if tex = FALSE) or directly included into a LaTeX file (if tex = TRUE).

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.

See Also

Approx.cfpt.density to approximate the f.p.t. density from objects of class “summary.fptl” and to create objects of class “fpt.density”.

Approx.fpt.density to approximate the f.p.t. density from objects of class “dp” and to create objects of class “fpt.density”.

is.fpt.density to test whether an object is an object of class “fpt.density”.

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:
report(yyy, digits = 4)
report(yyy, report.sfptl = TRUE, digits = 4)
report(yyy, tex = TRUE, digits = 4)
report(yyy, report.sfptl = TRUE, tex = TRUE, digits = 4)

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