trawl_DExp function

Evaluates the double exponential trawl function

Evaluates the double exponential trawl function

trawl_DExp(x, w, lambda1, lambda2)

Arguments

  • x: the argument at which the double exponential trawl function will be evaluated
  • w: parameter in the double exponential trawl
  • lambda1: the parameter λ1\lambda_1 in the double exponential trawl
  • lambda2: the parameter λ2\lambda_2 in the double exponential trawl

Returns

The double exponential trawl function evaluated at x

Details

The trawl function is parametrised by parameters 0w10\leq w\leq 1

and λ1,λ2>0\lambda_1, \lambda_2 > 0 as follows:

g(x)=weλ1x+(1w)eλ2xz,\mboxforx0. g(x) = w e^{\lambda_1x}+(1-w) e^{\lambda_2 xz}, \mbox{ for } x \le 0.
  • Maintainer: Almut E. D. Veraart
  • License: GPL-3
  • Last published: 2021-02-22

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