diff options
author | Karl Berry <karl@freefriends.org> | 2010-10-03 23:05:41 +0000 |
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committer | Karl Berry <karl@freefriends.org> | 2010-10-03 23:05:41 +0000 |
commit | 03424a93def5da4535267cf5f84f43ddc9dca37d (patch) | |
tree | 7ed568889393347895b924c8f5d5542fc8228642 /Master/texmf-dist/doc | |
parent | 2f9ee80b6a23be81d9a49efefff1de8bfc16c346 (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')
-rw-r--r-- | Master/texmf-dist/doc/generic/pst-func/Changes | 2 | ||||
-rw-r--r-- | Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf | bin | 2943905 -> 2962203 bytes | |||
-rw-r--r-- | Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex | 33 |
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 Binary files differindex 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 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 |