fptdApprox (version 2.5)

report.summary.fptl: Writing a Report of a summary.fptl Object

Description

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

Usage

# S3 method for summary.fptl
report(obj, tex = FALSE, digits = 8, heading = TRUE, ...)

Value

Send the report to the command windows.

Arguments

obj

an object of class “summary.fptl”, a result of a call to summary.fptl function or the attribute summary.fptl of the value (of class “fpt.density”) of the Approx.fpt.density function (created through one or several successive internal calls to the summary.fptl function).

tex

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

digits

integer indicating the significant digits to be used.

heading

logical, specifies whether to include information about the diffusion process and the boundary (TRUE) or not (FALSE).

...

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

summary.fptl to create objects of class “summary.fptl” from objects of class “fptl”.

Approx.fpt.density to create objects of class “fpt.density” with the attribute summary.fptl of class “summary.fptl”

is.summary.fptl to test whether an object is of class “summary.fptl”.

Examples

## Continuing the summary.fptl(.) example:
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);
LognormalFEx <- diffproc(c("`h(t)`*x", "sigma^2*x^2", "dnorm((log(x)-(log(y)+`H(s,t)`-(sigma^2/2)*(t - s)))/(sigma*sqrt(t-s)),0,1)/(sigma*sqrt(t-s)*x)", "plnorm(x,log(y)+ `H(s,t)`-(sigma^2/2)*(t-s),sigma*sqrt(t-s))"));
z <- FPTL(dp = LognormalFEx, t0 = 1, T = 10, x0 = 1, S = 15, env = list(sigma=0.1, `h(t)` = "t/4", `H(s,t)` = "(t^2-s^2)/8")); zz <- summary(z)
report(yy, digits = 4)
report(yy, tex = TRUE, digits = 4)

report(zz)
report(zz, tex = TRUE)