dcbm {stochcorr} | R Documentation |
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)
Arguments
theta |
vector of data |
t |
time step |
theta_0 |
initial value |
sigma |
sigma |
Details
See section 2 of Majumdar and Laha (2024) doi:10.48550/arXiv.2412.06343.
Value
dcbm
gives the transition density function of the circular Brownian motion
[Package stochcorr version 0.0.1 Index]