trawl_supIG: Evaluates the supIG trawl function

In ambit: Simulation and Estimation of Ambit Processes

Evaluates the supIG trawl function

Description

Evaluates the supIG trawl function

Usage

trawl_supIG(x, delta, gamma)

Arguments

x	the argument at which the supIG trawl function will be evaluated
delta	the parameter δ in the supIG trawl
gamma	the parameter γ in the supIG trawl

Details

The trawl function is parametrised by the two parameters δ ≥q 0 and γ ≥q 0 as follows:

gd(x) = (1-2xγ^{-2})^{-1/2}\exp(δ γ(1-(1-2xγ^{-2})^{1/2})), \mbox{ for } x ≤ 0.

It is assumed that δ and γ are not simultaneously equal to zero.

Value

The supIG trawl function evaluated at x

Examples

trawl_supIG(-1,0.5,0.2)

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