multi_bessel_layer_simulation | R Documentation |
Simulates a Bessel layer l for a given sequence a for each component of the Brownian bridge
multi_bessel_layer_simulation(dim, x, y, s, t, mult = 1)
dim |
dimension of Brownian bridge |
x |
vector of start values of Brownian bridge (length of vector must be equal to dim) |
y |
vector of end values of Brownian bridge (length of vector must be equal to dim) |
s |
start time of Brownian bridge |
t |
end time of Brownian bridge |
a |
vector/sequence of numbers |
A list of length dim where list[i] is the Bessel layer for component i, which is represented in a list with the following items:
Hard lower bound
Soft lower bound
Soft upper bound
Hard upper bound
where the Bessel layer for component i is [L, U] and either the minimum occurs in [L, l] or the maximum occurs in [u, U]
# simulate layer information for two-dimensional Brownian bridge starting # and ending at (0,0) in time [0,1] multi_bessel_layer_simulation(dim = 2, x = c(0, 0), y = c(0, 0), s = 0, t = 1, mult = 0.5)
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