trawl_LM {ambit} | R Documentation |
Evaluates the long memory trawl function
Description
Evaluates the long memory trawl function
Usage
trawl_LM(x, alpha, H)
Arguments
x |
the argument at which the supOU/long memory trawl function will be evaluated |
alpha |
the parameter |
H |
the parameter |
Details
The trawl function is parametrised by the two parameters
and
as follows:
If , then the resulting trawl
process has long memory, for
, it has short memory.
Value
the long memory trawl function evaluated at x
Examples
trawl_LM(-1,0.5, 1.5)
[Package ambit version 0.1.2 Index]