Brown: Brownian motion and Brownian bridge
In naolsen/simm.fda: Simultaneous inference for Misaligned Functional Data
Brown R Documentation
Brownian motion and Brownian bridge
Description
Brownian motion and Brownian bridge
Usage
Brown(t, par = c(tau = 1, noise = 1), motion = FALSE)
Arguments
t
time points
par
Two-dimensional. Variance of BB/BM and variance of noise.
motion
logical. Brownian bridge or brownian motion?
Value
Covariance matrix
Examples
t <- seq(0,1 , 0.01)
Brown(t, c(0.1, 0.001), TRUE)
naolsen/simm.fda documentation built on June 28, 2022, 2:41 a.m.
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| Brown | R Documentation |
Brownian motion and Brownian bridge
Description
Brownian motion and Brownian bridge
Usage
Brown(t, par = c(tau = 1, noise = 1), motion = FALSE)
Arguments
t |
time points |
par |
Two-dimensional. Variance of BB/BM and variance of noise. |
motion |
logical. Brownian bridge or brownian motion? |
Value
Covariance matrix
Examples
t <- seq(0,1 , 0.01) Brown(t, c(0.1, 0.001), TRUE)
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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