search for: rbridg

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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.