trawl_simulation: Simulates a path from a Trawl process.

In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes

Description

Simulates a path from a Trawl process.

Usage

trawl_simulation(
  alpha,
  beta,
  n,
  vanishing_depth,
  trawl_parameter,
  type,
  parallel = F
)

Arguments

alpha	Gamma shape parameter.
beta	Gamma rate parameter.
n	Number of samples.
vanishing_depth	Approximation depth.
trawl_parameter	Trawl parameter(s).
type	Trawl type (e.g. "exp", "sum_exp").
parallel	Whether to parallelise, defaults to FALSE.

Value

Simulate path from trawl process.

Examples

alpha <- 1
beta <-1
n <- 100
vanishing_depth <- 30
trawl_parameter <- 0.2
type <- "exp"
trawl_simulation(alpha, beta, n, vanishing_depth, trawl_parameter, type)

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