eadelta2: Delta_2 (Corollary 4 in ST329)

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

Delta_2 (Corollary 4 in ST329)

Description

This function evaluates the delta_2function, S_n^delta,2 used to simulate Bessel Layers in the infinite sums

Usage

eadelta2(n, x, y, s, t, min, v)

Arguments

n	integer value
x	start value of Brownian bridge
y	end value 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: S_n^delta,2 evaluated at n

Examples

eadelta2(n = 1, x = -2, y = 0.8, s = 0, t = 1, min = -2, v = 2)

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