sim_UnivariateTrawl: Simulates a univariate trawl process

Description Usage Arguments Details Examples

View source: R/SimulateTrawl.R

Description

Simulates a univariate trawl process

Usage

1
2
3
4
sim_UnivariateTrawl(t, Delta = 1, burnin = 10,
  marginal = base::c("Poi", "NegBin"), trawl = base::c("Exp", "DExp",
  "supIG", "LM"), v = 0, m = 0, theta = 0, lambda1 = 0,
  lambda2 = 0, w = 0, delta = 0, gamma = 0, alpha = 0, H = 0)

Arguments

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

trawl

parameter specifying the type of trawl function

v

parameter of the Poisson distribution

m

parameter of the negative binomial distribution

theta

parameter θ of the negative binomial distribution

lambda1

parameter λ_1 of the exponential (or double-exponential) trawl function

lambda2

parameter λ_2 of the double-exponential trawl function

w

parameter of the double-exponential trawl function

delta

parameter δ of the supIG trawl function

gamma

parameter γ of the supIG trawl function

alpha

parameter α of the long memory trawl function

H

parameter of the long memory trawl function

Details

This function simulates a univariate 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.

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
set.seed(1)
t <- 100
Delta <- 1
v <- 250
lambda <- 0.25
#Simulate a univariate trawl process with exponential trawl function and
#Poisson marginal law
trawl <- sim_UnivariateTrawl(t,Delta,burnin=50,marginal =c("Poi"),trawl
="Exp",v=v, lambda1=lambda)
#Plot the sample path of the simulated process
plot(trawl,type="p")

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