bessel_layer_simulation: Bessel Layer simulation

In rchan26/layeredBB: Simulates layered Brownian bridges using C++ and Rcpp

Bessel Layer simulation

Description

Simulates a Bessel layer l for a given sequence a

Usage

bessel_layer_simulation(x, y, s, t, mult = 1)

Arguments

x	start value of Brownian bridge
y	end value of Brownian bridge
s	start time of Brownian bridge
t	end time of Brownian bridge
a	vector/sequence of numbers

Value

A list with the following items:

L

Hard lower bound

l

Soft lower bound

u

Soft upper bound

U

Hard upper bound

where the Bessel layer is [L, U] and either the minimum occurs in [L, l] or the maximum occurs in [u, U]

Examples

bessel_layer_simulation(x = 0,
                        y = 0,
                        s = 0,
                        t = 1,
                        mult = 0.5)

rchan26/layeredBB documentation built on March 25, 2022, 3:44 a.m.