fit_Exptrawl: Fits an exponential trawl function to equidistant time series...

In trawl: Estimation and Simulation of Trawl Processes

Description

Fits an exponential trawl function to equidistant time series data

Usage

fit_Exptrawl(x, Delta = 1, plotacf = FALSE, lags = 100)

Arguments

x	vector of equidistant time series data
Delta	interval length of the time grid used in the time series, the default is 1
plotacf	binary variable specifying whether or not the empirical and fitted autocorrelation function should be plotted
lags	number of lags to be used in the plot of the autocorrelation function

Details

The trawl function is parametrised by the parameter λ > 0 as follows:

g(x) = e^{λ x}, \mbox{ for } x ≤ 0.

The Lebesgue measure of the corresponding trawl set is given by 1/λ.

Value

lambda: the memory parameter λ in the exponential trawl

LM: the Lebesgue measure of the trawl set associated with the exponential trawl, i.e. 1/λ.

trawl documentation built on Feb. 23, 2021, 1:06 a.m.