bridjump: New value at bridge jump

Description Usage Arguments

View source: R/utility.R

Description

New value at bridge jump

Usage

1
bridjump(delta, xl, xr, Wl, Wr, sigma = 1, ...)

Arguments

delta

jump distance from left endpoint

xl

left endpoint

xr

right endpoint

Wl

value of left point

Wr

value of right point

sigma

brownian standard deviation


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