dcbm: Probability transition density function for Circular Brownian Motion
Description
dcbm evaluates the transition density for Circular Brownian Motion
Usage
dcbm(theta, t, theta_0, sigma)
Value
dcbm gives the transition density function of the circular Brownian motion
Arguments
- theta
vector of data
- t
time step \(\Delta t\)
- theta_0
initial value
- sigma
sigma