sim_UnivariateTrawl {trawl}

Simulates a univariate trawl process

Description

Simulates a univariate trawl process

Usage

sim_UnivariateTrawl(
  t,
  Delta = 1,
  burnin = 10,
  marginal = base::c("Poi", "NegBin"),
  trawl = base::c("Exp", "DExp", "supIG", "LM"),
  v = 0,
  m = 0,
  theta = 0,
  lambda1 = 0,
  lambda2 = 0,
  w = 0,
  delta = 0,
  gamma = 0,
  alpha = 0,
  H = 0
)

Arguments

t

parameter which specifying the length of the time interval [0,t] for which a simulation of the trawl process is required.

Delta

parameter \Delta specifying the length of the time step, the default is 1

burnin

parameter specifying the length of the burn-in period at the beginning of the simulation

marginal

parameter specifying the marginal distribution of the trawl

trawl

parameter specifying the type of trawl function

v

parameter of the Poisson distribution

m

parameter of the negative binomial distribution

theta

parameter \theta of the negative binomial distribution

lambda1

parameter \lambda_1 of the exponential (or double-exponential) trawl function

lambda2

parameter \lambda_2 of the double-exponential trawl function

w

parameter of the double-exponential trawl function

delta

parameter \delta of the supIG trawl function

gamma

parameter \gamma of the supIG trawl function

alpha

parameter \alpha of the long memory trawl function

H

parameter of the long memory trawl function

Details

This function simulates a univariate trawl process with either Poisson or negative binomial marginal law. For the trawl function there are currently four choices: exponential, double-exponential, supIG or long memory. More details on the precise simulation algorithm is available in the vignette.