Version 4.7

Author: ac-guidoum

tests/bridgesde_test.R

@@ -82,6 +82,9 @@ plot2d(mod2,type="n")
 lines2d(mod2,col=4)
 points2d(mod2,pch=19,cex=0.1)
 
+Sigma <- matrix(c(1, 0.75, 0.75, 1), nrow = 2, ncol = 2)
+mod2 <- bridgesde2d(drift=fx,diffusion=gx,corr=Sigma,Dt=0.005,M=10,N=50)
+
 ##
 
 mod2 <- bridgesde2d(drift=fx,diffusion=gx,T=5,M=10,N=50,type="str")
@@ -107,6 +110,9 @@ moment(mod2, at = s , center= TRUE , order = 4)
 moment(mod2, at = s , center= FALSE , order = 4)
 bconfint(mod2, at =s)
 
+Sigma <- matrix(c(1, 0.75, 0.75, 1), nrow = 2, ncol = 2)
+mod2 <- bridgesde2d(drift=fx,diffusion=gx,corr=Sigma,Dt=0.005,M=10,N=50,type="str")
+
 ######## 3d
 
 fx <- expression(4*(-1-x)*y, 4*(1-y)*x, 4*(1-z)*y)
@@ -132,6 +138,9 @@ plot(mod3)
 bconfint(mod3)
 plot3D(mod3,display="persp",main="3-dim bridge sde")
 
+Sigma <- matrix(c(1,-0.5,-0.25,-0.5,1,0.95,-0.25,0.95,1),nrow=3,ncol=3) 
+mod3 <- bridgesde3d(drift=fx,diffusion=gx,corr=Sigma,x0=c(0,-1,0.5),y=c(0,-2,0.5),M=10,Dt=0.01,N=50)
+
 ##
 
 
@@ -157,6 +166,10 @@ moment(mod3, at = s , center= TRUE , order = 4)
 moment(mod3, at = s , center= FALSE , order = 4)
 bconfint(mod3, at =s)
 
+Sigma <- matrix(c(1,-0.5,-0.25,-0.5,1,0.95,-0.25,0.95,1),nrow=3,ncol=3) 
+mod3 <- bridgesde3d(drift=fx,diffusion=gx,corr=Sigma,x0=c(0,-1,0.5),y=c(0,-2,0.5),M=10,Dt=0.01,N=50,type="str")
+
+
 #############################
 
 f <- expression( 2*(1-x) )