ev.trawl (version 0.1.0)

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

Description

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

Usage

TrawlSliceReconstruct(alpha, beta, times, marg.dist, n, trawl.fs,
  trawl.fs.prim, deep_cols = 30, ghyp.object = NA)

Arguments

alpha

(Gamma) Shape parameter.

beta

(Gamma) Scale parameter.

times

Vectors of discret times.

marg.dist

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

n

Number of simulations (so far, only n=1 is implemented).

trawl.fs

collection of trawl functions indexed on times.

trawl.fs.prim

collection of trawl functions primitives indexed on times.

deep_cols

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

ghyp.object

Object from ghyp package when using GH or GIG distributions.

Value

Samples using trawl slice reconstruction disributed using marginal.