dcbm {stochcorr}R Documentation

Probability transition density function for Circular Brownian Motion

Description

dcbm evaluates the transition density for Circular Brownian Motion

Usage

dcbm(theta, t, theta_0, sigma)

Arguments

theta

vector of data

t

time step \Delta t

theta_0

initial value

sigma

sigma

Details

See section 2 of Majumdar and Laha (2024) doi:10.48550/arXiv.2412.06343.

Value

dcbm gives the transition density function of the circular Brownian motion


[Package stochcorr version 0.0.1 Index]