dataset_bb {STFTS}R Documentation

Integrals of Squared Brownian Bridge

Description

Generate a dataset of independent simulated values of 01B2(t)dt\int_0^1{B^2(t)}dt, where BB is a standard Brownian bridge on [0,1].

Generate a dataset of independent simulated values of 01B2(t)dt\int_0^1{B^2(t)}dt, where BB is a standard Brownian bridge on [0,1].

Usage

dataset_bb(NUM)

dataset_bb(NUM)

Arguments

NUM

Number of simulated values generated in the dataset.

Value

A vector with length equals to NUM.

A vector with length equals to NUM.

Examples

dataset_bb(10)
dataset_bb(10)

[Package STFTS version 0.1.0 Index]