trawl (version 0.2.2)

trawl_LM: 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

Value

the long memory trawl function evaluated at x

Details

The trawl function is parametrised by the two parameters \(H> 1\) and \(\alpha > 0\) as follows: $$g(x) = (1-x/\alpha)^{-H}, \mbox{ for } x \le 0.$$