driftWn1D | R Documentation |
Computes the drift of the WN diffusion in 1D in a vectorized way.
driftWn1D(x, alpha, mu, sigma, maxK = 2L, expTrc = 30)
x |
a vector of length |
alpha |
drift parameter. |
mu |
mean parameter. Must be in |
sigma |
diffusion coefficient. |
maxK |
maximum absolute value of the windings considered in the computation of the WN. |
expTrc |
truncation for exponential: |
A vector of length n
containing the drift evaluated at x
.
driftWn1D(x = seq(0, pi, l = 10), alpha = 1, mu = 0, sigma = 1, maxK = 2,
expTrc = 30)
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