simts: var_drift – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

var_drift

Variance DR

Description

This function computes the variance of a drift process.

Usage

var_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 variance 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