funBM: Function used to perform parallel computing for weighted norm...
In GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
funBM R Documentation
Function used to perform parallel computing for weighted norm of multidimensional Brownian motion
Description
This function simulates weighted Euclidean norm for multidimensional BM.
Usage
funBM(n, d, gamma)
Arguments
n
Number of simulated points;
d
Dimension of BM;
gamma
Weighted exponent (>= 0, < 0.5).
Value
stat
Weighted norm of multidimensional BM
GenOU documentation built on Aug. 28, 2025, 9:09 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| funBM | R Documentation |
Function used to perform parallel computing for weighted norm of multidimensional Brownian motion
Description
This function simulates weighted Euclidean norm for multidimensional BM.
Usage
funBM(n, d, gamma)
Arguments
n |
Number of simulated points; |
d |
Dimension of BM; |
gamma |
Weighted exponent (>= 0, < 0.5). |
Value
stat |
Weighted norm of multidimensional BM |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.