ladder_moment {kendallRandomWalks}

Estimate the distribution of first ladder moment for given level

Description

NA is returned if the level wasn't crossed. Printing the resulting object will give summary of the estimated distribution and information whether level wasn't crossed in some simulations. This information can be used to pick the right trajectory length for the given level.

Usage

ladder_moment(simulations, level)

Arguments

simulations

kendall_simulation object

level

Positive numeric

Value

tibble

Examples

{
kendall_rw <- simulate_kendall_rw(100, 100, runif, 0.5)
estim_ladder <- ladder_moment(kendall_rw, 1000)
estim_ladder
}