simts: m2_drift – R documentation

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m2_drift

Second moment DR

Description

This function computes the second moment of a drift process.

Usage

m2_drift(omega, n_ts)

Arguments

`omega`	A `double` corresponding to variance of drift.
`n_ts`	An `int` indicating the length of the time series.

Value

A vec containing the second moment of the drift.

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21