var_drift: Variance DR

View source: R/RcppExports.R

var_driftR Documentation

Variance DR

Description

This function computes the variance of a drift process.

Usage

var_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 variance of the drift.


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