sim_UnivariateTrawl: Simulates a univariate trawl process
In trawl: Estimation and Simulation of Trawl Processes

Simulates a univariate trawl process

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
)

`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

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.

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