Description Usage Arguments Details
View source: R/SimulateTrawl.R
Simulates a bivariate trawl process
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 | sim_BivariateTrawl(
t,
Delta = 1,
burnin = 10,
marginal = base::c("Poi", "NegBin"),
dependencetype = base::c("fullydep", "dep"),
trawl1 = base::c("Exp", "DExp", "supIG", "LM"),
trawl2 = base::c("Exp", "DExp", "supIG", "LM"),
v1 = 0,
v2 = 0,
v12 = 0,
kappa1 = 0,
kappa2 = 0,
kappa12 = 0,
a1 = 0,
a2 = 0,
lambda11 = 0,
lambda12 = 0,
w1 = 0,
delta1 = 0,
gamma1 = 0,
alpha1 = 0,
H1 = 0,
lambda21 = 0,
lambda22 = 0,
w2 = 0,
delta2 = 0,
gamma2 = 0,
alpha2 = 0,
H2 = 0
)
|
t |
parameter which specifying the length of the time interval [0,t] for which a simulation of the trawl process is required. |
Delta |
parameter Δ specifying the length of the time step, the default is 1 |
burnin |
parameter specifying the length of the burn-in period at the beginning of the simulation |
marginal |
parameter specifying the marginal distribution of the trawl |
dependencetype |
Parameter specifying the type of dependence |
trawl1 |
parameter specifying the type of the first trawl function |
trawl2 |
parameter specifying the type of the second trawl function |
v1, v2, v12 |
parameters of the Poisson distribution |
kappa1, kappa2, kappa12, a1, a2 |
parameters of the (possibly bivariate) negative binomial distribution |
lambda11, lambda12, w1 |
parameters of the exponential (or double-exponential) trawl function of the first process |
delta1, gamma1 |
parameters of the supIG trawl function of the first process |
alpha1, H1 |
parameter of the long memory trawl of the first process |
lambda21, lambda22, w2 |
parameters of the exponential (or double-exponential) trawl function of the second process |
delta2, gamma2 |
parameters of the supIG trawl function of the second process |
alpha2, H2 |
parameter of the long memory trawl of the second process |
This function simulates a bivariate trawl process with either Poisson or negative binomial marginal law. For the trawl function there are currently four choices: exponential, double-exponential, supIG or long memory. More details on the precise simulation algorithm is available in the vignette.
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