grid_foundations: Returns a (sparse) triangular matrix and plug values in from...
In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Returns a (sparse) triangular matrix and plug values in from top to bottom, left to right.

1	grid_foundations(n, vanishing_depth, values = 1)

`n`	Number of time steps.
`vanishing_depth`	Approximation depth.
`values`	Either scalar or vector to input in matrix.

Sparse matrix with values included.

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n <- 100
vd <- 50
grid_foundations(n, vd)

valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.

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