sim_BivariateTrawl function

Simulates a bivariate trawl process

sim_BivariateTrawl(
  t,
  Delta = 1,
  burnin = 10,
  marginal = base::c("Poi", "NegBin"),
  dependencetype = base::c("fullydep", "dep"),
  trawl1 = base::c("Exp", "DExp", "supIG", "LM"),
  trawl2 = base::c("Exp", "DExp", "supIG", "LM"),
  v1 = 0,
  v2 = 0,
  v12 = 0,
  kappa1 = 0,
  kappa2 = 0,
  kappa12 = 0,
  a1 = 0,
  a2 = 0,
  lambda11 = 0,
  lambda12 = 0,
  w1 = 0,
  delta1 = 0,
  gamma1 = 0,
  alpha1 = 0,
  H1 = 0,
  lambda21 = 0,
  lambda22 = 0,
  w2 = 0,
  delta2 = 0,
  gamma2 = 0,
  alpha2 = 0,
  H2 = 0
)

Arguments

• t: parameter which specifying the length of the time interval $[0,t]$ for which a simulation of the trawl process is required.
• Delta: parameter $\Delta$ specifying the length of the time step, the default is 1
• burnin: parameter specifying the length of the burn-in period at the beginning of the simulation
• marginal: parameter specifying the marginal distribution of the trawl
• dependencetype: Parameter specifying the type of dependence
• trawl1: parameter specifying the type of the first trawl function
• trawl2: parameter specifying the type of the second trawl function
• v1, v2, v12: parameters of the Poisson distribution
• kappa1, kappa2, kappa12, a1, a2: parameters of the (possibly bivariate) negative binomial distribution
• lambda11, lambda12, w1: parameters of the exponential (or double-exponential) trawl function of the first process
• delta1, gamma1: parameters of the supIG trawl function of the first process
• alpha1, H1: parameter of the long memory trawl of the first process
• lambda21, lambda22, w2: parameters of the exponential (or double-exponential) trawl function of the second process
• delta2, gamma2: parameters of the supIG trawl function of the second process
• alpha2, H2: parameter of the long memory trawl of the second process

Details

This function simulates a bivariate 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.