bx {mixedsde}R Documentation

Computation Of The Drift Coefficient

Description

Computation of the drift coefficient

Usage

bx(x, fixed, random)

Arguments

x

vector of data

fixed

drift constant in front of X (when there is one additive random effect), 0 otherwise

random

1 if there is one additive random effect, 2 one multiplicative random effect or c(1,2) for 2 random effects

Value

b

The drift is b(x,\phi) = \phi_1 b_1(x) + \phi_2 b_2(x), the output is b_2 except when random c(1,2) then the output is the vector (b_1,b_2)^t


[Package mixedsde version 5.0 Index]