LebA_est: Nonparametric estimation of the trawl set Leb(A)

In ambit: Simulation and Estimation of Ambit Processes

Nonparametric estimation of the trawl set Leb(A)

Description

This function estimates the size of the trawl set given by Leb(A).

Usage

LebA_est(data, Delta, biascor = FALSE)

Arguments

data	Data to be used in the trawl function estimation.
Delta	Width of the grid on which we observe the data
biascor	A binary variable determining whether a bias correction should be computed, the default is FALSE

Details

Estimation of the trawl function using the methodology proposed in Sauri and Veraart (2022).

Value

The estimated Lebesgue measure of the trawl set

Examples

##Simulate a trawl process
##Determine the sampling grid
my_n <- 5000
my_delta <- 0.1
my_t <- my_n*my_delta

###Choose the model parameter
#Exponential trawl function:
my_lambda <- 2
#Poisson marginal distribution trawl
my_v <- 1

#Set the seed
set.seed(1726)
#Simulate the trawl process
Poi_data<-ambit::sim_weighted_trawl(my_n, my_delta, "Exp", my_lambda, "Poi", my_v)$path

#Estimate the trawl set without bias correction
LebA1 <-LebA_est(Poi_data, my_delta)
LebA1

#Estimate the trawl set with bias correction
LebA2 <-LebA_est(Poi_data, my_delta, biascor=TRUE)
LebA2

#Note that Leb(A)=1/my_lambda for an exponential trawl

ambit documentation built on Aug. 19, 2022, 5:19 p.m.