Package <Unnamed>

Class Summary
ExampleSDE Function to test that integration works fine dX = (-3X+1)dt + sigma*dW with X(0) = 1 (1) with the exact solution E(X) = 2/3*exp(-3t) + 1/3 (2) Ito and Stratonovich drift terms are equal since sigma is constant.
TimeSeriesExperiment Time course experiments, see documentation for details.