ABM |
Creating Arithmetic Brownian Motion Model |
ABMF |
Creating Flow of The Arithmetic Brownian Motion Model |
Ajdbeta |
Adjustment By Beta Distribution |
Ajdchisq |
Adjustment By Chi-Squared Distribution |
Ajdexp |
Adjustment By Exponential Distribution |
Ajdf |
Adjustment By F Distribution |
Ajdgamma |
Adjustment By Gamma Distribution |
Ajdlognorm |
Adjustment By Log Normal Distribution |
Ajdnorm |
Adjustment By Normal Distribution |
Ajdt |
Adjustment By Student t Distribution |
Ajdweibull |
Adjustment By Weibull Distribution |
AnaSimFPT |
Simulation The First Passage Time FPT For A Simulated Diffusion Process |
AnaSimX |
Simulation M-Samples of Random Variable X(v[t]) For A Simulated Diffusion Process |
Appdcon |
Approximated Conditional Law a Diffusion Process |
Asys |
Evolution a Telegraphic Process in Time |
BB |
Creating Brownian Bridge Model |
BBF |
Creating Flow of Brownian Bridge Model |
Besselp |
Creating Bessel process (by Milstein Scheme) |
BMcov |
Empirical Covariance for Brownian Motion |
BMinf |
Brownian Motion Property |
BMIrt |
Brownian Motion Property (Invariance by reversal of time) |
BMIto1 |
Properties of the stochastic integral and Ito Process [1] |
BMIto2 |
Properties of the stochastic integral and Ito Process [2] |
BMItoC |
Properties of the stochastic integral and Ito Process [3] |
BMItoP |
Properties of the stochastic integral and Ito Process [4] |
BMItoT |
Properties of the stochastic integral and Ito Process [5] |
BMN |
Creating Brownian Motion Model (by the Normal Distribution) |
BMN2D |
Simulation Two-Dimensional Brownian Motion (by the Normal Distribution) |
BMN3D |
Simulation Three-Dimensional Brownian Motion (by the Normal Distribution) |
BMNF |
Creating Flow of Brownian Motion (by the Normal Distribution) |
BMP |
Brownian Motion Property (trajectories brownian between function (+/-)2*sqrt(C*t)) |
BMRW |
Creating Brownian Motion Model (by a Random Walk) |
BMRW2D |
Simulation Two-Dimensional Brownian Motion (by a Random Walk) |
BMRW3D |
Simulation Three-Dimensional Brownian Motion (by a Random Walk) |
BMRWF |
Creating Flow of Brownian Motion (by a Random Walk) |
BMscal |
Brownian Motion Property (Invariance by scaling) |
BMStra |
Stratonovitch Integral [1] |
BMStraC |
Stratonovitch Integral [2] |
BMStraP |
Stratonovitch Integral [3] |
BMStraT |
Stratonovitch Integral [4] |
PDP |
Creating Pearson Diffusions Process (by Milstein Scheme) |
PEABM |
Parametric Estimation of Arithmetic Brownian Motion(Exact likelihood inference) |
PEBS |
Parametric Estimation of Model Black-Scholes (Exact likelihood inference) |
PEOU |
Parametric Estimation of Ornstein-Uhlenbeck Model (Exact likelihood inference) |
PEOUexp |
Parametric Estimation of Ornstein-Uhlenbeck Model (Explicit Estimators) |
PEOUG |
Parametric Estimation of Hull-White/Vasicek (HWV) Gaussian Diffusion Models(Exact likelihood inference) |
PredCorr |
Predictor-Corrector Method For One-Dimensional SDE |
PredCorr2D |
Predictor-Corrector Method For Two-Dimensional SDE |
PredCorr3D |
Predictor-Corrector Method For Three-Dimensional SDE |
RadialP2D_1 |
Two-Dimensional Attractive Model Model(S = 1,Sigma) |
RadialP2D_1PC |
Two-Dimensional Attractive Model in Polar Coordinates Model(S = 1,Sigma) |
RadialP2D_2 |
Two-Dimensional Attractive Model Model(S >= 2,Sigma) |
RadialP2D_2PC |
Two-Dimensional Attractive Model in Polar Coordinates Model(S >= 2,Sigma) |
RadialP3D_1 |
Three-Dimensional Attractive Model Model(S = 1,Sigma) |
RadialP3D_2 |
Three-Dimensional Attractive Model Model(S >= 2,Sigma) |
RadialP_1 |
Radial Process Model(S = 1,Sigma) Or Attractive Model |
RadialP_2 |
Radial Process Model(S >= 2,Sigma) Or Attractive Model |
ROU |
Creating Radial Ornstein-Uhlenbeck Process (by Milstein Scheme) |
Telegproc |
Realization a Telegraphic Process |
test_ks_dbeta |
Kolmogorov-Smirnov Tests (Beta Distribution) |
test_ks_dchisq |
Kolmogorov-Smirnov Tests (Chi-Squared Distribution) |
test_ks_dexp |
Kolmogorov-Smirnov Tests (Exponential Distribution) |
test_ks_df |
Kolmogorov-Smirnov Tests (F Distribution) |
test_ks_dgamma |
Kolmogorov-Smirnov Tests (Gamma Distribution) |
test_ks_dlognorm |
Kolmogorov-Smirnov Tests (Log Normal Distribution) |
test_ks_dnorm |
Kolmogorov-Smirnov Tests (Normal Distribution) |
test_ks_dt |
Kolmogorov-Smirnov Tests (Student t Distribution) |
test_ks_dweibull |
Kolmogorov-Smirnov Tests (Weibull Distribution) |
tho_02diff |
Simulation The First Passage Time FPT For Attractive Model for Two-Diffusion Processes V(1) and V(2) |
tho_M1 |
Simulation The First Passage Time FPT For Attractive Model(S = 1,Sigma) |
tho_M2 |
Simulation The First Passage Time FPT For Attractive Model(S >= 2,Sigma) |
TwoDiffAtra2D |
Two-Dimensional Attractive Model for Two-Diffusion Processes V(1) and V(2) |
TwoDiffAtra3D |
Three-Dimensional Attractive Model for Two-Diffusion Processes V(1) and V(2) |