m2_drift: Second moment DR

View source: R/RcppExports.R

m2_driftR Documentation

Second moment DR

Description

This function computes the second moment of a drift process.

Usage

m2_drift(omega, n_ts)

Arguments

omega

A double corresponding to variance of drift.

n_ts

An int indicating the length of the time series.

Value

A vec containing the second moment of the drift.

Examples

m2_drift(1, 200)

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.