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authorKarl Berry <karl@freefriends.org>2010-10-03 23:05:41 +0000
committerKarl Berry <karl@freefriends.org>2010-10-03 23:05:41 +0000
commit03424a93def5da4535267cf5f84f43ddc9dca37d (patch)
tree7ed568889393347895b924c8f5d5542fc8228642 /Master/texmf-dist/doc/generic
parent2f9ee80b6a23be81d9a49efefff1de8bfc16c346 (diff)
pst-func 0.70 (2oct10)
git-svn-id: svn://tug.org/texlive/trunk@19988 c570f23f-e606-0410-a88d-b1316a301751
Diffstat (limited to 'Master/texmf-dist/doc/generic')
-rw-r--r--Master/texmf-dist/doc/generic/pst-func/Changes2
-rw-r--r--Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdfbin2943905 -> 2962203 bytes
-rw-r--r--Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex33
3 files changed, 34 insertions, 1 deletions
diff --git a/Master/texmf-dist/doc/generic/pst-func/Changes b/Master/texmf-dist/doc/generic/pst-func/Changes
index d902d748bf7..73eee83f7a1 100644
--- a/Master/texmf-dist/doc/generic/pst-func/Changes
+++ b/Master/texmf-dist/doc/generic/pst-func/Changes
@@ -1,4 +1,6 @@
..... pst-func.tex
+0.70 2010-10-02 - moved vasicek as \psvasicek from pst-math
+ to pst-func
0.69 2010-06-21 - fix bug with markZeros
0.68 2010-02-11 - add Weibull distribution
0.67 2010-02-09 - fix bug with arrows in \psPolynomial
diff --git a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf
index a9a0cb99b1b..b4522751363 100644
--- a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf
+++ b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf
Binary files differ
diff --git a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex
index d08f8bedaad..5051ed450c5 100644
--- a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex
+++ b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex
@@ -1,4 +1,4 @@
-%% $Id: pst-func-doc.tex 285 2010-02-11 09:40:27Z herbert $
+%% $Id: pst-func-doc.tex 391 2010-10-02 16:43:32Z herbert $
\documentclass[11pt,english,BCOR10mm,DIV12,bibliography=totoc,parskip=false,
smallheadings, headexclude,footexclude,oneside]{pst-doc}
\usepackage[utf8]{inputenc}
@@ -1471,6 +1471,37 @@ less than 0 then the macro draws a line from (\#1,0) to (0,0) and
starts \Lcs{psWeinbull} with 0.
\clearpage
+\subsection{Vasicek distribution}
+
+The model specifies that the instantaneous interest rate follows the stochastic differential equation:
+
+\begin{align}
+\mathrm{d}r_t = a(b-r_t)\, \mathrm{d}t + \sigma \, \mathrm{d}W_t
+\end{align}
+with the solution:
+
+\begin{align}
+ r(t) = r(0) e^{-a t} + b \left(1- e^{-a t}\right) + \sigma e^{-a t}\int_0^t e^{a s}\,dW_s
+\end{align}
+
+Possible parameters are \Lkeyword{pd} for the probability of the defualt portfolio
+and \Lkeyword{R2}, the R$_\mathrm{squared}$ of the portfolio. They are preset to 0.22 and 0.11
+and can be overwritten in the usual way. The macro uses the PostScript function \Lps{norminv}
+from the package \LPack{pst-math} which is loaded by default and also shown in the following example.
+
+\begin{LTXexample}[pos=t]
+\psset{xunit=5}
+\begin{pspicture}(-0.1,-3)(1.1,4)
+\psaxes{->}(0,0)(0,-3)(1.1,4)
+\psVasicek[plotpoints=200,linecolor=blue]{0}{0.9999}
+\psVasicek[plotpoints=200,linecolor=red,pd=0.2,R2=0.3]{0}{0.9999}
+\psplot[plotpoints=200,algebraic,linestyle=dashed]{0}{0.9999}{norminv(x)}
+\end{pspicture}
+\end{LTXexample}
+
+
+
+\clearpage
\section{The Lorenz curve}
The so-called \Index{Lorenz curve} is used in economics to describe inequality in