Learn R Programming

mixedsde (version 1.0)

bx: Computation Of The Drift Coefficient

Description

Computation of the drift coefficient

Usage

bx(x, fixed, random)

Arguments

x
vector of data
fixed
drift constant in front of X (when there is one additive random effect), 0 otherwise
random
1 if there is one additive random effect, 2 one multiplicative random effect or c(1,2) for 2 random effects

Value

b
The drift is $b(x,\phi) = \phi_1 b_1(x) + \phi_2 b_2(x)$, the output is $b_2$ except when random c(1,2) then the output is the vector $(b_1,b_2)^t$