acf_Exp function

Autocorrelation function of the exponential trawl function

Autocorrelation function of the exponential trawl function

This function computes the autocorrelation function associated with the exponential trawl function.

acf_Exp(x, lambda)

Arguments

  • x: The argument (lag) at which the autocorrelation function associated with the exponential trawl function will be evaluated
  • lambda: parameter in the exponential trawl

Returns

The autocorrelation function of the exponential trawl function evaluated at x

Details

The trawl function is parametrised by the parameter λ>0\lambda > 0

as follows:

g(x)=eλx,\mboxforx≤0. g(x) = e^{\lambda x}, \mbox{ for } x \le 0.

Its autocorrelation function is given by:

r(x)=e−λx,\mboxforx≥0. r(x) = e^{-\lambda x}, \mbox{ for } x \ge 0.

Examples

acf_Exp(1,0.1)
trawl packageRead PDF manual
  • Maintainer: Almut E. D. Veraart
  • License: GPL-3
  • Last published: 2021-02-22

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