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ambit (version 0.2.3)

trawl_LM: Evaluates the long memory trawl function

Description

Evaluates the long memory trawl function

Usage

trawl_LM(x, alpha, H)

Value

the long memory trawl function evaluated at x

Arguments

x

the argument at which the supOU/long memory trawl function will be evaluated

alpha

the parameter \(\alpha\) in the long memory trawl

H

the parameter \(H\) in the long memory trawl

Details

The trawl function is parametrised by the two parameters \(H> 1\) and \(\alpha > 0\) as follows: $$g(x) = (1-x/\alpha)^{-H}, \mbox{ for } x \le 0.$$ If \(H \in (1,2]\), then the resulting trawl process has long memory, for \(H>2\), it has short memory.

Examples

Run this code
trawl_LM(-1,0.5, 1.5)

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