View source: R/functions_for_estimates.r
paths | R Documentation |
It is essentially a wrapper for path
generator, which exploits the latest to create a matrix with paths in its columns.
paths(N_var, parallel, seed_list = rep(x = NULL, times = N_var), ...)
N_var |
number of lfsm paths to generate |
parallel |
a TRUE/FALSE flag which determines if the paths will be created in parallel or sequentially |
seed_list |
a numerical vector of seeds to pass to |
... |
arguments to pass to path |
path
m<-45; M<-60; N<-2^10-M alpha<-1.8; H<-0.8; sigma<-0.3 freq='L' r=1; k=2; p=0.4 Y<-paths(N_var=10,parallel=TRUE,N=N,m=m,M=M, alpha=alpha,H=H,sigma=sigma,freq='L', disable_X=FALSE,levy_increments=NULL) Hs<-apply(Y,MARGIN=2,H_hat,p=p,k=k) hist(Hs)
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