Simulates a univariate trawl process
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
)parameter which specifying the length of the time interval \([0,t]\) for which a simulation of the trawl process is required.
parameter \(\Delta\) specifying the length of the time step, the default is 1
parameter specifying the length of the burn-in period at the beginning of the simulation
parameter specifying the marginal distribution of the trawl
parameter specifying the type of trawl function
parameter of the Poisson distribution
parameter of the negative binomial distribution
parameter \(\theta\) of the negative binomial distribution
parameter \(\lambda_1\) of the exponential (or double-exponential) trawl function
parameter \(\lambda_2\) of the double-exponential trawl function
parameter of the double-exponential trawl function
parameter \(\delta\) of the supIG trawl function
parameter \(\gamma\) of the supIG trawl function
parameter \(\alpha\) of the long memory trawl function
parameter of the long memory trawl function
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.