sim_UnivariateTrawl function

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
)

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
• trawl: parameter specifying the type of trawl function
• v: parameter of the Poisson distribution
• m: parameter of the negative binomial distribution
• theta: parameter $\theta$ of the negative binomial distribution
• lambda1: parameter $\lambda_1$ of the exponential (or double-exponential) trawl function
• lambda2: parameter $\lambda_2$ of the double-exponential trawl function
• w: parameter of the double-exponential trawl function
• delta: parameter $\delta$ of the supIG trawl function
• gamma: parameter $\gamma$ of the supIG trawl function
• alpha: parameter $\alpha$ of the long memory trawl function
• H: parameter of the long memory trawl function

Details

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.