STFTS (version 0.1.0)

dataset_sbb: Integrals of Squared Second-level Brownian Bridge

Description

Generate a dataset of independent simulated values of \(\int_0^1{[W(t)+(2x-3x^2)W(1)+(-6x+6x^2)\int_0^1{W(x)dx}]^2}dt\), where \(W\) is a standard Brownian motion on [0,1].

Usage

dataset_sbb(NUM)

Arguments

NUM

Number of simulated values generated in the dataset.

Value

A vector with length equals to NUM.

Examples

# NOT RUN {
dataset_sbb(10)
# }