lamp | R Documentation |
Construct an lamp class by providing the required parameters. The default is the unit quartic lambda process.
lamp( lambda = NaN, T.inf = 86400 * 1000, rnd.n = 1e+06, alpha = NaN, beta = 0, rnd.walk = 1, sd = NaN, sd.method = 0, N.lower = 0, N.upper = 1000, file = character(0) )
lambda |
numeric, the lambda parameter. Must be positive. Default is NaN. |
T.inf |
numeric, the infinite bound to cut off Levy sums. Default is 86400000. |
rnd.n |
numeric, the length of one rnd call. Default is 1000000. |
alpha |
numeric, optional, if you don't like to use lambda. Default is NaN. Either lambda or alpha must be specified with a positive number. |
beta |
numeric, the skewness parameter. Default: 0. |
rnd.walk |
numeric, random walk method, 1: Laplace, 2: Binomial/normal. Default is 1. |
sd |
numeric, standard deviation adjustment. No adjustment if NaN. Default is NaN. |
sd.method |
numeric, methodology of sd adjustment. 0 means in scale parameter, 1 means in Levy sums. Default is 0. |
N.lower |
numeric, the lower bound of N to truncate the boundary effect. Default is 0. |
N.upper |
numeric, the upper bound of N to limit the outliers. Default is 1000. |
file |
character, file path to save the object and simulation result. Default is character(0). |
an object of lamp class
Stephen H-T. Lihn
lp <- lamp(4, T.inf=86400*1000000)
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