rBessel: Draw a Bessel variate.
In michaelgordy/basicAffineProcess: Basic Affine Processes
Description
Usage
Arguments
Value
Description
Discrete Bessel distribution of
Yuan and Kalbfleish (2000).
Method described by
Glasserman and Kim (2011, p. 285),
but we switch to a Gaussian approximation when the mode of the distribution is large,
as recommended by Yuan and Kalbfleisch.
Usage
1
rBessel(nu, z)
Arguments
nu
First parameter of distribution
z
Second parameter of distribution
Value
BES(nu,z) random variate
michaelgordy/basicAffineProcess documentation built on May 22, 2019, 9:50 p.m.
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Description Usage Arguments Value
Description
Discrete Bessel distribution of Yuan and Kalbfleish (2000). Method described by Glasserman and Kim (2011, p. 285), but we switch to a Gaussian approximation when the mode of the distribution is large, as recommended by Yuan and Kalbfleisch.
Usage
1 | rBessel(nu, z)
|
Arguments
nu |
First parameter of distribution |
z |
Second parameter of distribution |
Value
BES(nu,z) random variate
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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