dvmp

<code>dvmp</code> evaluates the transition density for von Mises process

Performs simulation and inference of diffusion processes on circle. Stochastic correlation models based on circular diffusion models are provided. For details see Majumdar, S. and Laha, A.K. (2024) "Diffusion on the circle and a stochastic correlation model" <doi:10.48550/arXiv.2412.06343>.

Sourav Majumdar

stochcorr

Stochastic Correlation Modelling via Circular Diffusion

dvmp function

<dl><dt>theta</dt>
<dd>vector of data</dd>
<dt>t</dt>
<dd>time step \(\Delta t\)</dd>
<dt>theta_0</dt>
<dd>initial value</dd>
<dt>lambda</dt>
<dd>lambda</dd>
<dt>sigma</dt>
<dd>sigma</dd>
<dt>mu</dt>
<dd>mu</dd></dl>

Arguments

Probability transition density function for von Mises process — dvmp

<dl>

<dt>theta</dt>
<dd>vector of data</dd>


<dt>t</dt>
<dd>time step \(\Delta t\)</dd>


<dt>theta_0</dt>
<dd>initial value</dd>


<dt>lambda</dt>
<dd>lambda</dd>


<dt>sigma</dt>
<dd>sigma</dd>


<dt>mu</dt>
<dd>mu</dd>

</dl>

dvmp: Probability transition density function for von Mises process

Description

Usage

Value

Arguments

Details