crossing: Counting the number of Crossing of a process

Description Usage Arguments Value Author(s)

View source: R/crossing.R

Description

Counting the number of Crossing of a process

Usage

1
crossing(pth, thed = 0, epsilon = 0, prev = 0, t = 1)

Arguments

thed

the threshold value

epsilon

half length of the interval of the threshold, that is (thed-epsilon,thed+epsilon)

path

a vector of a stochastic process over a discrete grid

Value

crossing: the number of crossing for a interval of the threshold

Author(s)

Mingwei Tang


MingweiWilliamTang/BMIthreshCount documentation built on May 9, 2017, 12:16 p.m.