dataset_sbb: Integrals of Squared Second-level Brownian Bridge
In STFTS: Statistical Tests for Functional Time Series
Description
Usage
Arguments
Value
Examples
Description
Generate a dataset of independent simulated values of \int_0^1{[W(t)+(2x-3x^2)W(1)+(-6x+6x^2)\int_0^1{W(x)dx}]^2}dt, where W is a standard Brownian motion on [0,1].
Usage
1
dataset_sbb(NUM)
Arguments
NUM
Number of simulated values generated in the dataset.
Value
A vector with length equals to NUM.
Examples
1
dataset_sbb(10)
STFTS documentation built on Aug. 19, 2021, 9:06 a.m.
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Description Usage Arguments Value Examples
Description
Generate a dataset of independent simulated values of \int_0^1{[W(t)+(2x-3x^2)W(1)+(-6x+6x^2)\int_0^1{W(x)dx}]^2}dt, where W is a standard Brownian motion on [0,1].
Usage
1 | dataset_sbb(NUM)
|
Arguments
NUM |
Number of simulated values generated in the dataset. |
Value
A vector with length equals to NUM.
Examples
1 | dataset_sbb(10)
|
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.
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