Generation of data

There are three short scripts for generating data; they are available here. They illustrate how data can be generated in the setting of partially observed diffusion processes, first passage time observations as well as repeated observations (the last will soon be changed to mixed-effect models). In all three the main workhorse routine is simulate_segment.

BridgeSDEInference.simulate_segment — Function

simulate_segment(::S, x0, P, tt)

Simulate path of a target process P, started from x0 on a time-grid tt

source

The FPT setting additionally uses findCrossings, defined in the same place.

Missing docstring.

Missing docstring for findCrossings. Check Documenter's build log for details.