Description Usage Arguments Value Examples

Compute the so called "Student bridge" process.

1 |

`X` |
MCMC sampling sequence of length N |

Student bridge sequence:

*S=≤ft\{s_n\right\}_{1≤q n≤q N-1},
s_n=√{N-2} {\frac{n*(\hat μ_{1,n}-\hat
μ_{n+1,N})}{√{≤ft ({1 \over n} + {1 \over {N-n}}
\right) * ((n-1)
\hat{σ_{1,n}}^2+(N-n-1)\hat{σ_{n+1,N}}^2} }}*

1 2 3 | ```
x = AR1(rho=0)
sb = studentbridge(x)
plot(sb,type='l',col='blue')
``` |

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