Estimation and Simulation of Trawl Processes

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Documentation for package ‘trawl’ version 0.2.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

acf_DExp	Autocorrelation function of the double exponential trawl function
acf_Exp	Autocorrelation function of the exponential trawl function
acf_LM	Autocorrelation function of the long memory trawl function
acf_supIG	Autocorrelation function of the supIG trawl function
Bivariate_LSDsim	Simulates from the bivariate logarithmic series distribution
Bivariate_NBsim	Simulates from the bivariate negative binomial distribution
BivLSD_Cor	Computes the correlation of the components of a bivariate vector following the bivariate logarithmic series distribution
BivLSD_Cov	Computes the covariance of the components of a bivariate vector following the bivariate logarithmic series distribution
BivModLSD_Cor	Computes the correlation of the components of a bivariate vector following the bivariate modified logarithmic series distribution
BivModLSD_Cov	Computes the covariance of the components of a bivariate vector following the bivariate modified logarithmic series distribution
fit_DExptrawl	Fits the trawl function consisting of the weighted sum of two exponential functions
fit_Exptrawl	Fits an exponential trawl function to equidistant time series data
fit_LMtrawl	Fits a long memory trawl function to equidistant univariate time series data
fit_marginalNB	Fist a negative binomial distribution as marginal law
fit_marginalPoisson	Fits a Poisson distribution as marginal law
fit_supIGtrawl	Fits a supIG trawl function to equidistant univariate time series data
fit_trawl_intersection	Finds the intersection of two trawl sets
fit_trawl_intersection_Exp	Finds the intersection of two exponential trawl sets
fit_trawl_intersection_LM	Finds the intersection of two long memory (LM) trawl sets
LSD_Mean	Computes the mean of the logarithmic series distribution
LSD_Var	Computes the variance of the logarithmic series distribution
ModLSD_Mean	Computes the mean of the modified logarithmic series distribution
ModLSD_Var	Computes the variance of the modified logarithmic series distribution
plot_2and1hist	Plots the bivariate histogram of two time series together with the univariate histograms
plot_2and1hist_gg	Plots the bivariate histogram of two time series together with the univariate histograms using ggplot2
sim_BivariateTrawl	Simulates a bivariate trawl process
sim_UnivariateTrawl	Simulates a univariate trawl process
trawl_DExp	Evaluates the double exponential trawl function
trawl_Exp	Evaluates the exponential trawl function
trawl_LM	Evaluates the long memory trawl function
trawl_supIG	Evaluates the supIG trawl function
Trivariate_LSDsim	Simulates from the trivariate logarithmic series distribution