trawl_LM {trawl}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 long memory trawl function will be evaluated

alpha

the parameter \alpha in the long memory trawl

H

the parameter H in the long memory trawl

Details

The trawl function is parametrised by the two parameters H> 1 and \alpha > 0 as follows:

g(x) = (1-x/\alpha)^{-H}, \mbox{ for } x \le 0.

Value

the long memory trawl function evaluated at x


[Package trawl version 0.2.2 Index]