ajdmom.mdl_2fsvj.euler

Module for generating a trajectory of samples from mdl_2fsvj 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 r2FSVJ().

Functions

r2FSVJ(v0, par, N[, n_segment, h])

Generate a trajectory of samples from mdl_2fsvj by Euler approximation