var_drift: Variance DR

Description

This function computes the variance of a drift process.

Usage

1
var_drift(omega, n_ts)

Arguments

omega

A double corresponding to variance of drift.

n_ts

An int indicating the length of the time series.

Value

A vec containing the variance of the drift.

Examples

1
var_drift(1, 200)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.