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Forward corruption (closed form)

Source: R/diffRC_native.R
forward_corrupt.Rd

Mean sqrt(alpha_bar_t) * x_0, variance 1 - alpha_bar_t. No simulation is needed to check it.

Usage

forward_corrupt(x0, alpha_bar_t, e = NULL)

Arguments

x0

Original history.

alpha_bar_t

alpha_bar at time t.

e

Shared generator environment. If NULL or std == 0, no sample is drawn.

Value

A list with x_t, mean, std, sampled.

Examples

forward_corrupt(x0 = c(1, 2, 3), alpha_bar_t = 0.81)$mean
#> [1] 0.9 1.8 2.7