Description Usage Arguments Value Examples
The realized version of the lambda process in mhreal
is right continuous version.
If the left continuous version is needed, this function is applied.
1 | get_lc_lambda(res)
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res |
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The left continuous version of lambda components as a matrix.
1 2 3 4 5 6 | # Define the model.
MU1 <- 0.3; ALPHA1 <- 1.5; BETA1 <- 2
mhspec1 <- new("mhspec", MU=MU1, ALPHA=ALPHA1, BETA=BETA1)
# Simulate with mhsim funciton.
res1 <- mhsim(mhspec1, n=100)
get_lc_lambda(res1)
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