var_drift: Variance DR

Description Usage Arguments Value Examples

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)

gmwm documentation built on April 14, 2017, 4:38 p.m.

Search within the gmwm package
Search all R packages, documentation and source code