sim_BivariateTrawl: Simulates a bivariate trawl process
In trawl: Estimation and Simulation of Trawl Processes

Simulates a bivariate trawl process

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.

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