Fits a supIG trawl function to equidistant univariate time series data
fit_supIGtrawl(x, Delta = 1, GMMlag = 5, plotacf = FALSE, lags = 100)vector of equidistant time series data
interval length of the time grid used in the time series, the default is 1
lag length used in the GMM estimation, the default is 5
binary variable specifying whether or not the empirical and fitted autocorrelation function should be plotted
number of lags to be used in the plot of the autocorrelation function
delta: parameter in the supIG trawl
gamma: parameter in the supIG trawl
LM: The Lebesgue measure of the trawl set associated with the supIG trawl
The trawl function is parametrised by the two parameters \(\delta \geq 0\) and \(\gamma \geq 0\) as follows: $$g(x) = (1-2x\gamma^{-2})^{-1/2}\exp(\delta \gamma(1-(1-2x\gamma^{-2})^{1/2})), \mbox{ for } x \le 0.$$ It is assumed that \(\delta\) and \(\gamma\) are not simultaneously equal to zero. The Lebesgue measure of the corresponding trawl set is given by \(\gamma/\delta\).