Man pages for trawl
Estimation and Simulation of Trawl Processes

acf_DExpAutocorrelation function of the double exponential trawl...
acf_ExpAutocorrelation function of the exponential trawl function
acf_LMAutocorrelation function of the long memory trawl function
acf_supIGAutocorrelation function of the supIG trawl function
Bivariate_LSDsimSimulates from the bivariate logarithmic series distribution
Bivariate_NBsimSimulates from the bivariate negative binomial distribution
BivLSD_CorComputes the correlation of the components of a bivariate...
BivLSD_CovComputes the covariance of the components of a bivariate...
BivModLSD_CorComputes the correlation of the components of a bivariate...
BivModLSD_CovComputes the covariance of the components of a bivariate...
fit_DExptrawlFits the trawl function consisting of the weighted sum of two...
fit_ExptrawlFits an exponential trawl function to equidistant time series...
fit_LMtrawlFits a long memory trawl function to equidistant univariate...
fit_marginalNBFist a negative binomial distribution as marginal law
fit_marginalPoissonFits a Poisson distribution as marginal law
fit_supIGtrawlFits a supIG trawl function to equidistant univariate time...
fit_trawl_intersectionFinds the intersection of two trawl sets
fit_trawl_intersection_ExpFinds the intersection of two exponential trawl sets
fit_trawl_intersection_LMFinds the intersection of two long memory (LM) trawl sets
LSD_MeanComputes the mean of the logarithmic series distribution
LSD_VarComputes the variance of the logarithmic series distribution
ModLSD_MeanComputes the mean of the modified logarithmic series...
ModLSD_VarComputes the variance of the modified logarithmic series...
plot_2and1histPlots the bivariate histogram of two time series together...
sim_BivariateTrawlSimulates a bivariate trawl process
sim_UnivariateTrawlSimulates a univariate trawl process
trawl_DExpEvaluates the double exponential trawl function
trawl_ExpEvaluates the exponential trawl function
trawl_LMEvaluates the long memory trawl function
trawl_supIGEvaluates the supIG trawl function
Trivariate_LSDsimSimulates from the trivariate logarithmic series distribution
trawl documentation built on Aug. 16, 2018, 5:04 p.m.