trawl_LM function

Evaluates the long memory trawl function

Evaluates the long memory trawl function

trawl_LM(x, alpha, H)

Arguments

  • x: the argument at which the long memory trawl function will be evaluated
  • alpha: the parameter α\alpha in the long memory trawl
  • H: the parameter HH in the long memory trawl

Returns

the long memory trawl function evaluated at x

Details

The trawl function is parametrised by the two parameters H>1H> 1

and α>0\alpha > 0 as follows:

g(x)=(1x/α)H,\mboxforx0. g(x) = (1-x/\alpha)^{-H}, \mbox{ for} x \le 0.
  • Maintainer: Almut E. D. Veraart
  • License: GPL-3
  • Last published: 2021-02-22

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