eachi: Chi (Equation 156 and 163 in ST329)

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

Chi (Equation 156 and 163 in ST329)

Description

This function evaluates the chi function used to simulate Bessel Layers in the infinite sums

Usage

eachi(j, xoy, s, t, min, v)

Arguments

j	real value
xoy	maximum of x and y where x and y are the start and end values of Brownian bridge
s	start value of Brownian bridge
t	end value of Brownian bridge
min	minimum of Brownian bridge
v	upper bound of Brownian bridge

Value

real value: chi evaluated at point j

Examples

eachi(j = 1, xoy = 0, s = 0, t = 1, min = -2, v = 1)

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