STFTS (version 0.1.0)

dataset_bm: Integrals of Squared Brownian Motion

Description

Generate a dataset of independent simulated values of \(\int_0^1{W^2(t)}dt\), where \(W\) is a standard Brownian motion on [0,1].

Usage

dataset_bm(NUM)

Arguments

NUM

Number of simulated values generated in the dataset.

Value

A vector with length equals to NUM.

Examples

# NOT RUN {
dataset_bm(10)
# }