Man pages for rchan26/layeredBB
Simulates layered Brownian bridges using C++ and Rcpp
| bessel_layer_simulation | Bessel Layer simulation |
| Brownian_bridge_path_sampler | Brownian Bridge path sampler (Algorithm 13 in ST329) |
| Brownian_motion_path_sampler | Brownian Motion path sampler |
| delta_coin | Delta coin flipper (Algorithm 28 in ST329) |
| delta_coin_intervals | Delta coin flipper for intervals (used for Algorithm 33 in... |
| eachi | Chi (Equation 156 and 163 in ST329) |
| eadelta | Delta (Corollary 3 and 4 in ST329) |
| eadelta1 | Delta_1 (Corollary 3 in ST329) |
| eadelta1_intervals | Calculate interval: [S^delta,1_2k+1, S^delta,1_2k] (Corollary... |
| eadelta2 | Delta_2 (Corollary 4 in ST329) |
| eadelta2_intervals | Calculate interval: [S^delta,2_2k+1, S^delta,2_2k] (Corollary... |
| eadelta_intervals | Calculate interval: [S^delta_2k+1, S^delta_2k] (Algorithm 28... |
| eagamma | Gamma (Corollary 2 and Algorithm 26 in ST329) |
| eagamma_intervals | Calculate interval: [S^gamma_2k+1, S^gamma_2k] (Corollary 2... |
| eaphi | Phi (Equation 140 in ST329) |
| eaphi_bar | Phi_Bar (Equation 142 in ST329) |
| eapsi | Psi (Equation 155 and 162 in ST329) |
| easigma | Sigma (Equation 140 in ST329) |
| easigma_bar | Sigma_Bar (Equation 141 in ST329) |
| gamma_coin | Gamma coin flipper (Algorithm 26 in ST329) |
| gamma_coin_intervals | Gamma coin flipper for intervals |
| inv_gauss_sampler | Inverse Gaussian Sampler |
| layeredBB-package | Simulates layered Brownian bridges using C++ and Rcpp |
| layered_brownian_bridge | Layered Brownian Bridge sampler (Algorithm 33 in ST329) |
| max_Bessel_bridge_path_sampler | Bessel Bridge path sampler given maximum |
| max_Bessel_bridge_sampler | Bessel Bridge point sampler given maximum |
| max_sampler | Brownian Bridge maximum point sampler |
| min_Bessel_bridge_path_sampler | Bessel Bridge path sampler given minimum |
| min_Bessel_bridge_sampler | Bessel Bridge point sampler given minimum (Algorithm 15 in... |
| min_sampler | Brownian Bridge minimum point sampler (Algorithm 14 in ST329) |
| multi_bessel_layer_simulation | Multiple Bessel Layer simulation |
| multi_brownian_bridge | Multi-dimensional Brownian Bridge path sampler |
| multi_brownian_motion | Multi-dimensional Brownian Motion path sampler |
| multi_layered_brownian_bridge | Multi-dimensional Layered Brownian Bridge sampler |
| product_vector | Find product of a vector |
