dcCIR2 {mixedsde} | R Documentation |
Likelihood Function For The CIR Model
Description
Likelihood
Usage
dcCIR2(x, t, x0, theta, log = FALSE)
Arguments
x |
current observation |
t |
time of observation |
x0 |
starting point, i.e. observation in time 0 |
theta |
parameter |
log |
logical(1) if TRUE, log likelihood |
References
Iacus, S. M. (2008). Simulation and Inference for Stochastic Differential Equations.
[Package mixedsde version 5.0 Index]