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 \Delta t

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]