bx function

Computation Of The Drift Coefficient

Computation Of The Drift Coefficient

Computation of the drift coefficient

bx(x, fixed, random)

Arguments

  • x: vector of data
  • fixed: drift constant in front of X (when there is one additive random effect), 0 otherwise
  • random: 1 if there is one additive random effect, 2 one multiplicative random effect or c(1,2) for 2 random effects

Returns

  • b: The drift is b(x,ϕ)=ϕ1b1(x)+ϕ2b2(x)b(x,\phi) = \phi_1 b_1(x) + \phi_2 b_2(x), the output is b2b_2 except when random c(1,2) then the output is the vector (b1,b2)t(b_1,b_2)^t