m2_drift: Second moment DR

View source: R/RcppExports.R

m2_driftR Documentation

Second moment DR

Description

This function computes the second moment of a drift process.

Usage

m2_drift(omega, n_ts)

Arguments

omega

A double corresponding to variance of drift.

n_ts

An int indicating the length of the time series.

Value

A vec containing the second moment of the drift.


SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.