acf_trawl_single: R-only Single Trawl ACF calculations.

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Description

R-only Single Trawl ACF calculations.

Usage

acf_trawl_single(
  h,
  alpha,
  beta,
  rho,
  kappa,
  delta = 0.1,
  end_seq = 50,
  type = "exp",
  cov = F
)

Arguments

h	Single ACF horizon.
alpha	Gamma alpha (or shape) parameter.
beta	Gamma beta (or rate) parameter.
rho	Trawl parameter(s).
kappa	Extreme frequency control parameter.
delta	Discrete time step.
end_seq	Horizon cut-off for integral approximation.
type	Trawl type (e.g. "exp, "sum_exp", etc.).
cov	Boolean, correlation or covariance (if FALSE). Defaults to correlation.

Value

Trawl autocorrelation values with R-only functions.

valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.