View source: R/sample_path_generator.r
a_tilda | R Documentation |
a_tilda triggers a_tilda_cpp which is written in C++ and essentially performs the computation of the value.
a_tilda(N, m, M, alpha, H)
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 |
StoevTaqqu04rlfsm
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.