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ambit (version 0.2.3)

kernel_trawl_acf_exp_sin: kernel_trawl_acf_exp_sin

Description

kernel_trawl_acf_exp_sin

Usage

kernel_trawl_acf_exp_sin(x, lambda, tau)

Value

acf or vector of acfs evaluated in x

Arguments

x

argument for which the acf will be computed (this can be a vector)

lambda

parameter in the exponential trawl function

tau

period in the sine function

Details

We compute the acf of a weighted trawl process with exponential trawl function and periodic function given by the sine function