TrawlSliceReconstruct: Performs trawl slices reconstuction to get gamma samples...

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Performs trawl slices reconstuction to get gamma samples using the independent measure scaterring.

Usage

TrawlSliceReconstruct(alpha, beta, times, marg.dist, n, trawl.fs,
  trawl.fs.prim, deep_cols = 30, ghyp.object = NA)

Arguments

alpha	(Gamma) Shape parameter.
beta	(Gamma) Scale parameter.
times	Vectors of discret times.
marg.dist	Name of infinitely divisible distribution. Currenlty implemented: gamma, gaussian
n	Number of simulations (so far, only n=1 is implemented).
trawl.fs	collection of trawl functions indexed on times.
trawl.fs.prim	collection of trawl functions primitives indexed on times.
deep_cols	Depth of reconstruction (columns). Default is 30 and must be positive.
ghyp.object	Object from ghyp package when using GH or GIG distributions.

Value

Samples using trawl slice reconstruction disributed using marginal.

vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.