logchar_normal_f_eval: calculate exponent in characteristic function for normal f(x)...

View source: R/CharFunc.R

logchar_normal_f_evalR Documentation

calculate exponent in characteristic function for normal f(x) dW(x) where W is a brownian motion

Description

calculate exponent in characteristic function for normal f(x) dW(x) where W is a brownian motion

Usage

logchar_normal_f_eval(x, u, param, f)

Arguments

x

- (real) location

u

- (real) char func value

param

(2 x 1) parameter values - (1) delta - location parameter - (2) sigma - scale parameter

f

- function kernel


davidbolin/ngme documentation built on Dec. 5, 2023, 11:48 p.m.