Displaying 2 results from an estimated 2 matches for "rbridg".
Did you mean:
bridg
2016 Apr 27
0
New package: bridgedist (v 0.1.0)
...ssion's coefficients.
Another way to state the result is that the sum of a standard logistic
random variable and a bridge random variable will follow a logistic
distribution with scale > 1.
Examples of use:
dbridge(0)#> [1] 0.1591549
pbridge(0)#> [1] 0.5
qbridge(0.5)#> [1] 0
mean(rbridge(1e5)) ## approximately 0#> [1] -0.003490218
var(rbridge(1e5, scale = 1/sqrt(1+3/pi^2))) # approximately 1#> [1] 0.9983954
Vignette:
https://cran.r-project.org/web/packages/bridgedist/vignettes/the_bridgedist_basics.html
References:
Wang, Z. and Louis, T.A. (2003) Matching conditional...
2003 Apr 15
1
Simulation of Stochastic processes
Hi:
I was wondering whether I can find some help for computer simulation of
stochastic processes (e.g. Brownian motion), for
pedagogicl/instructional purposes. Any help would be appreciated.
thanks,
Ravi.