TrawlSliceReconstruct

alpha

beta

times

Name of infinitely divisible distribution. Currenlty
implemented: gamma, gaussian

marg.dist

Number of simulations (so far, only <code>n=1</code> is implemented).

collection of trawl functions indexed on <code>times</code>.

trawl.fs

collection of trawl functions primitives indexed on
<code>times</code>.

trawl.fs.prim

Depth of reconstruction (columns). Default is 30 and must be
positive.

deep_cols

Object from <code>ghyp</code> package when using GH or GIG
distributions.

ghyp.object

Performs trawl slices reconstuction to get gamma samples using the
independent measure scaterring.

Implementation of trawl processes and an extension of such processes into a univariate latent model for extreme values.
Inference, simulation and initialization tools are available. See Noven et al. (2018) <DOI:10.21314/JEM.2018.179> which can be found on arXiv (<arXiv:1511.08190>) .

TrawlSliceReconstruct: Performs trawl slices reconstuction to get gamma samples using the independent measure scaterring.

Description

Usage

Arguments

Value