pMAD_BM {cumulcalib}R Documentation

CDF of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval

Description

CDF of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval

Usage

pMAD_BM(q, summands = 100)

Arguments

q

the quantity at which CDF will be evaluated. Currently accepts only a scalar

summands

maximum number of terms to be evaluated in the infinite series (default=100)

Value

a scalar value


[Package cumulcalib version 0.0.1 Index]