ajdmom.mdl_1fsvj.euler

Module for generating a trajectory of samples from mdl_1fsvj by Euler approximation

To facilitate the verification of the correctness of our codes by comparison the population moments (given by our package) and their sample counterparts. Here I define function r1FSVJ().

Functions

r1FSVJ(v0, par, N[, n_segment, h])

Generate samples from mdl_1fsvj by Euler approximation