dataset_sbb {STFTS} | R Documentation |
Integrals of Squared Second-level Brownian Bridge
Description
Generate a dataset of independent simulated values of \int_0^1{[W(t)+(2x-3x^2)W(1)+(-6x+6x^2)\int_0^1{W(x)dx}]^2}dt
, where W
is a standard Brownian motion on [0,1].
Usage
dataset_sbb(NUM)
Arguments
NUM |
Number of simulated values generated in the dataset. |
Value
A vector with length equals to NUM.
Examples
dataset_sbb(10)
[Package STFTS version 0.1.0 Index]