Man pages for ambit
Simulation and Estimation of Ambit Processes
| acf_Exp | Autocorrelation function of the exponential trawl function |
| acf_LM | Autocorrelation function of the long memory trawl function |
| acf_supIG | Autocorrelation function of the supIG trawl function |
| AddSlices_Rcpp | Add slices and return vector of the sums of slices |
| AddWeightedSlices_Rcpp | Add slices and return vector of the weighted sums of slices |
| asymptotic_variance | Computing the true asymptotic variance in the CLT of the... |
| asymptotic_variance_est | Estimating the asymptotic variance in the trawl function CLT |
| c4est | Estimating the fourth cumulant of the trawl process |
| LebA_est | Nonparametric estimation of the trawl set Leb(A) |
| LebA_slice_est | Nonparametric estimation of the trawl (sub-) sets Leb(A),... |
| LebA_slice_ratio_est_acfbased | Nonparametric estimation of the ratios Leb(A intersection... |
| my_mae | my_mse |
| my_mse | my_mse |
| my_results | my_results |
| nonpar_trawlest | Nonparametric estimation of the trawl function |
| rq | Computing the scaled realised quarticity |
| sim_weighted_trawl | Simulation of a weighted trawl process |
| sim_weighted_trawl_gen | Simulation of a weighted trawl process with generic trawl... |
| test_asymnorm | Computing the infeasible test statistic from the trawl... |
| test_asymnorm_est | Computing the feasible statistic of the trawl function CLT |
| test_asymnorm_est_dev | Computing the feasible statistic of the trawl function CLT |
| trawl_deriv | Estimating the derivative of the trawl function using the... |
| trawl_deriv_mod | Estimating the derivative of the trawl function |
| trawl_Exp | Evaluates the exponential trawl function |
| trawl_LM | Evaluates the long memory trawl function |
| trawl_supIG | Evaluates the supIG trawl function |
