Description Usage Arguments Value Examples
Simulation of trawl process path using Slice partition. If using customised
trawl functions and primitives (i.e. trawl.function = NA
), then, it is
required that the user provides length(times) + deep_cols
such
functions and primitives where the deep_cols
first one are used to
reconstuct the first trawl value.
1 2 3 4 |
alpha |
Shape parameter. |
beta |
Scale parameter. |
times |
Vectors of discret times. |
marg.dist |
Name of infinitely divisible distribution. Currenlty implemented: gamma, gaussian, generalised hyperbolic, generalised inverse gaussian. |
trawl.function |
Type of trawl function that should be used. Default NA. |
trawl.fs |
collection of trawl functions indexed on |
trawl.fs.prim |
collection of trawl functions primitives indexed on
|
n |
Number of simulations (so far, only |
rho |
Trawl parameters. Must be positive if Exponential trawls are used. |
kappa |
Additive constant to scale parameter |
transformation |
Boolean to apply marginal transform method. Default is False (F). |
offset_shape |
Transformed-marginal Shape parameter. |
offset_scale |
Transformed-marginal Scale parameter. |
deep_cols |
Depth of reconstruction (columns). Default is 30. |
Simulated path (size the same as times) of trawl process.
1 2 3 4 5 6 7 8 9 10 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.