man/examples/sim_weighted_trawl_gen.R

In ambit: Simulation and Estimation of Ambit Processes

\donttest{
#Simulation of a Gaussian trawl process with exponential trawl function
n<-2000
Delta<-0.1

trawlfct_par <-0.5
distr<-"Gauss"
distr_par<-c(0,1) #mean 0, std 1
set.seed(233)

a <- function(x){exp(-trawlfct_par*x)}
path <- sim_weighted_trawl_gen(n, Delta, a,
                           distr, distr_par)$path
#Plot the path
library(ggplot2)
df <- data.frame(time = seq(0,n,1), value=path)
p <- ggplot(df, aes(x=time, y=path))+
  geom_line()+
  xlab("l")+
  ylab("Trawl process")
p
}