m2_drift {simts}R Documentation

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.


[Package simts version 0.2.2 Index]