acf_LM: Autocorrelation function of the long memory trawl function

Description Usage Arguments Details Value Examples

View source: R/TrawlCorrelationFunctions.R

Description

This function computes the autocorrelation function associated with the long memory trawl function.

Usage

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acf_LM(x, alpha, H)

Arguments

x

The argument (lag) at which the autocorrelation function associated with the long memory trawl function will be evaluated

alpha

parameter in the long memory trawl

H

parameter in the long memory trawl

Details

The trawl function is parametrised by the two parameters H> 1 and α > 0 as follows:

g(x) = (1-x/α)^{-H}, \mbox{ for } x ≤ 0.

Its autocorrelation function is given by

r(x)=(1+x/α)^{(1-H)}, \mbox{ for } x ≥ 0.

Value

The autocorrelation function of the long memory trawl function evaluated at x

Examples

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#Evaluate the trawl autocorrelation function at x=1
acf_LM(1,0.3,1.5)
#Plot the trawl autocorrelation function
plot(acf_LM((0:10),0.3,1.5))

trawl documentation built on Aug. 16, 2018, 5:04 p.m.