Eubrid: Expected utility on bridge interval

Description Usage Arguments

View source: R/utility.R

Description

Expected utility on bridge interval

Usage

1
Eubrid(delta, xl, xr, Wl, Wr, sigma = 1, a = 1, b = 1, Madj = squash, ...)

Arguments

delta

distance from left point

xl

location of left point

xr

location of right point

Wl

value of left point

Wr

value of right point

sigma

brownian walk *sigma* parameter

a

utility function *a* parameter

b

utility function *b* parameter

...

capture additional arguments


balachia/pcPack documentation built on Dec. 19, 2021, 6:40 a.m.