Brownian: Brownian covariance functions

Description Usage Arguments See Also Examples

Description

Functional form of Brownian covariance functions. Brownian bridge is on [0, 1].

Usage

1
Brownian(t, param = c(tau = 1), type = "motion", range = c(0, 1))

Arguments

t

two-dimensional vector of evaluation points.

param

parameter vector consisting of scale parameter tau.

type

type of covariance, either 'motion' or 'bridge'.

range

interval of the process. If type = 'motion' only the first point is used.

See Also

make_cov_fct

Examples

1
2
Brownian(t = c(1, 1))
Brownian(t = c(1, 1), type = 'bridge')

larslau/pavpop documentation built on June 14, 2019, 2:18 p.m.