Estimation and Simulation of Trawl Processes
Simulates from the trivariate logarithmic series distribution
Autocorrelation function of the double exponential trawl function
Autocorrelation function of the exponential trawl function
Autocorrelation function of the long memory trawl function
Autocorrelation function of the supIG trawl function
Simulates from the bivariate logarithmic series distribution
Simulates from the bivariate negative binomial distribution
Computes the correlation of the components of a bivariate vector follo...
Computes the covariance of the components of a bivariate vector follow...
Computes the correlation of the components of a bivariate vector follo...
Computes the covariance of the components of a bivariate vector follow...
Fits the trawl function consisting of the weighted sum of two exponent...
Fits an exponential trawl function to equidistant time series data
Fits a long memory trawl function to equidistant univariate time serie...
Fist a negative binomial distribution as marginal law
Fits a Poisson distribution as marginal law
Fits a supIG trawl function to equidistant univariate time series data
Finds the intersection of two trawl sets
Finds the intersection of two exponential trawl sets
Finds the intersection of two long memory (LM) trawl sets
Computes the mean of the logarithmic series distribution
Computes the variance of the logarithmic series distribution
Computes the mean of the modified logarithmic series distribution
Computes the variance of the modified logarithmic series distribution
Plots the bivariate histogram of two time series together with the uni...
Plots the bivariate histogram of two time series together with the uni...
Simulates a bivariate trawl process
Simulates a univariate trawl process
Evaluates the double exponential trawl function
Evaluates the exponential trawl function
Evaluates the long memory trawl function
Evaluates the supIG trawl function
Contains R functions for simulating and estimating integer-valued trawl processes as described in the article Veraart (2019),"Modeling, simulation and inference for multivariate time series of counts using trawl processes", Journal of Multivariate Analysis, 169, pages 110-129, <doi:10.1016/j.jmva.2018.08.012> and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.