dataset_bm: Integrals of Squared Brownian Motion

Description Usage Arguments Value Examples

View source: R/dataset_bm.R

Description

Generate a dataset of independent simulated values of \int_0^1{W^2(t)}dt, where W is a standard Brownian motion on [0,1].

Usage

1

Arguments

NUM

Number of simulated values generated in the dataset.

Value

A vector with length equals to NUM.

Examples

1

STFTS documentation built on Aug. 19, 2021, 9:06 a.m.

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