dvmp {stochcorr} | R Documentation |
Probability transition density function for von Mises process
Description
dvmp
evaluates the transition density for von Mises process
Usage
dvmp(theta, t, theta_0, lambda, sigma, mu)
Arguments
theta |
vector of data |
t |
time step |
theta_0 |
initial value |
lambda |
lambda |
sigma |
sigma |
mu |
mu |
Details
See section 2 of Majumdar and Laha (2024) doi:10.48550/arXiv.2412.06343.
Value
dvmp
gives the transition density function of the von Mises process
[Package stochcorr version 0.0.1 Index]