eagamma: Gamma (Corollary 2 and Algorithm 26 in ST329)

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

Gamma (Corollary 2 and Algorithm 26 in ST329)

Description

This function evaluates the gamma function, S_n^gamma, used to simulate Bessel Layers in the infinite sums

Usage

eagamma(n, x, y, s, t, l, 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
l	lower bound of Brownian bridge
v	upper bound of Brownian bridge

Value

real value: S_n^gamma evaluated at n

Examples

eagamma(n = 1, x = 0, y = 0, s = 0, t = 1, l = -0.4, v = 0.8)

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