Extract model equations

Usage

# S3 method for class 'affectOU'
equation(
  object,
  type = c("plain", "latex", "expression", "code"),
  inline = FALSE,
  digits = 3,
  ...
)

Arguments

object: An affectOU object
type: Output format; one of "plain", "expression", "latex", or "code"
inline: If TRUE, insert numeric parameter values into equations. If FALSE, keep symbolic notation and define parameters separately.
digits: Number of digits for rounding numeric values
...: Additional arguments (unused)

Examples

# Plain text equation for 1D model
model <- affectOU()
equation(model)
#> dX(t) = theta * (mu - X(t)) dt + gamma dW(t)
#> 
#> where:
#>   theta = 0.5
#>   mu    = 0
#>   gamma = 1
#>   sigma = 1

# Inlined Latex equation for 2D model
model <- affectOU(ndim = 2)
equation(model, type = "latex", inline = TRUE)
#> \begin{equation*}
#> d\mathbf{X}(t) = \begin{pmatrix}
#>   0.5 & 0 \\
#>   0 & 0.5
#> \end{pmatrix} \left( \begin{pmatrix} 0 \\ 0 \end{pmatrix} - \mathbf{X}(t) \right) dt + \begin{pmatrix}
#>   1 & 0 \\
#>   0 & 1
#> \end{pmatrix} \, d\mathbf{W}(t)
#> \end{equation*}

# Expression output for 1D model
model <- affectOU()
equation(model, type = "expression")
#> Equation:
#> dX(t) == theta * (mu - X(t)) * dt + gamma * dW(t)
#> theta =
#> [1] 0.5
#> mu =
#> [1] 0
#> gamma =
#> [1] 1
#> sigma =
#> [1] 1

# R code output for 1D model
model <- affectOU()
equation(model, type = "code")
#> theta <- 0.5
#> mu <- 0
#> gamma <- 1
#> sigma <- 1
#> 
#> dX <- theta * (mu - X) * dt + gamma * dW