easigma_bar: Sigma_Bar (Equation 141 in ST329)

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

Sigma_Bar (Equation 141 in ST329)

Description

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

Usage

easigma_bar(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: easigma_bar evaluated at point j

Examples

easigma_bar(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.