a_tilda: Creates the corresponding value from the paper by Stoev and...

View source: R/sample_path_generator.r

a_tildaR Documentation

Creates the corresponding value from the paper by Stoev and Taqqu (2004).

Description

a_tilda triggers a_tilda_cpp which is written in C++ and essentially performs the computation of the value.

Usage

a_tilda(N, m, M, alpha, H)

Arguments

N

a number of points of the lfsm.

m

discretization. A number of points between two nearby motion points

M

truncation parameter. A number of points at which the integral representing the definition of lfsm is calculated. So, after M points back we consider the rest of the integral to be 0.

alpha

self-similarity parameter of alpha stable random motion.

H

Hurst parameter

References

\insertRef

StoevTaqqu04rlfsm


rlfsm documentation built on Aug. 27, 2022, 5:06 p.m.

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