easigma: Sigma (Equation 140 in ST329)

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

Sigma (Equation 140 in ST329)

Description

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

Usage

easigma(j, x, y, s, t, l, v)

Arguments

j	real 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: sigma evaluated at point j

Examples

easigma(j = 1, x = 0, y = 0, s = 0, t = 1, l = -2, v = 1)

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