brownianbridge: Compute the so called (abusively) "Brownian bridge" process.
In IRSN/codadiags: Markov chain Monte Carlo burn-in based on "bridge" statistics
Description
Usage
Arguments
Value
Examples
Description
Compute the so called (abusively) "Brownian bridge"
process.
Usage
1
Arguments
X
MCMC sampling sequence of length N
Value
cumulative normalized sum sequence:
B=≤ft\{b_n\right\}_{0≤q n≤q N},
b_n=\frac{n*(\hat μ_{1,n}-\hat μ_{1,N})}{\hat{σ}
√(N)}
Examples
1
2
3
x = AR1(rho=0)
bb = brownianbridge(x)
plot(bb,type='l',col='red')
IRSN/codadiags documentation built on May 8, 2019, 1:27 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
Compute the so called (abusively) "Brownian bridge" process.
Usage
1 |
Arguments
X |
MCMC sampling sequence of length N |
Value
cumulative normalized sum sequence:
B=≤ft\{b_n\right\}_{0≤q n≤q N}, b_n=\frac{n*(\hat μ_{1,n}-\hat μ_{1,N})}{\hat{σ} √(N)}
Examples
1 2 3 | x = AR1(rho=0)
bb = brownianbridge(x)
plot(bb,type='l',col='red')
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.