Package: ambit 0.1.2

ambit: Simulation and Estimation of Ambit Processes

Simulation and estimation tools for various types of ambit processes, including trawl processes and weighted trawl processes.

Authors:Almut E. D. Veraart [aut, cre, cph]

ambit_0.1.2.tar.gz
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ambit.pdf |ambit.html✨
ambit/json (API)
NEWS

# Install 'ambit' in R:
install.packages('ambit', repos = c('https://almutveraart.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

25 exports 0.00 score 8 dependencies 5 scripts 299 downloads

Last updated 2 years agofrom:8364c2cd57. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 31 2024
R-4.5-win-x86_64OKAug 31 2024
R-4.5-linux-x86_64OKAug 31 2024
R-4.4-win-x86_64OKAug 31 2024
R-4.4-mac-x86_64OKAug 31 2024
R-4.4-mac-aarch64OKAug 31 2024
R-4.3-win-x86_64OKAug 31 2024
R-4.3-mac-x86_64OKAug 31 2024
R-4.3-mac-aarch64OKAug 31 2024

Exports:acf_Expacf_LMacf_supIGAddSlices_RcppAddWeightedSlices_Rcppasymptotic_varianceasymptotic_variance_estc4estLebA_estLebA_slice_estLebA_slice_ratio_est_acfbasedmy_maemy_msemy_resultsnonpar_trawlestrqsim_weighted_trawlsim_weighted_trawl_gentest_asymnormtest_asymnorm_esttrawl_derivtrawl_deriv_modtrawl_Exptrawl_LMtrawl_supIG

Dependencies:fBasicsgssMASSRcppspatialstabledisttimeDatetimeSeries

Vignette: Estimating the trawl function

Almut Veraart

Rendered fromvignette2_trawlfct_estimation.Rmdusingknitr::rmarkdownon Aug 31 2024.

Last update: 2022-08-19
Started: 2022-08-19

Vignette: Simulation of (weighted) trawl processes

Almut Veraart

Rendered fromvignette1_simulation.Rmdusingknitr::rmarkdownon Aug 31 2024.

Last update: 2022-08-19
Started: 2022-08-19

Readme and manuals

Help Manual

Help pageTopics
Autocorrelation function of the exponential trawl functionacf_Exp
Autocorrelation function of the long memory trawl functionacf_LM
Autocorrelation function of the supIG trawl functionacf_supIG
Add slices and return vector of the sums of slicesAddSlices_Rcpp
Add slices and return vector of the weighted sums of slicesAddWeightedSlices_Rcpp
Computing the true asymptotic variance in the CLT of the trawl estimationasymptotic_variance
Estimating the asymptotic variance in the trawl function CLTasymptotic_variance_est
Estimating the fourth cumulant of the trawl processc4est
Nonparametric estimation of the trawl set Leb(A)LebA_est
Nonparametric estimation of the trawl (sub-) sets Leb(A), Leb(A intersection A_h), Leb(A setdifference A_h)LebA_slice_est
Nonparametric estimation of the ratios Leb(A intersection A_h)/Leb(A), Leb(A setdifference A_h)/Leb(A)LebA_slice_ratio_est_acfbased
my_msemy_mae
my_msemy_mse
my_resultsmy_results
Nonparametric estimation of the trawl functionnonpar_trawlest
Computing the scaled realised quarticityrq
Simulation of a weighted trawl processsim_weighted_trawl
Simulation of a weighted trawl process with generic trawl functionsim_weighted_trawl_gen
Computing the infeasible test statistic from the trawl function estimation CLTtest_asymnorm
Computing the feasible statistic of the trawl function CLTtest_asymnorm_est
Computing the feasible statistic of the trawl function CLTtest_asymnorm_est_dev
Estimating the derivative of the trawl function using the empirical derivativetrawl_deriv
Estimating the derivative of the trawl functiontrawl_deriv_mod
Evaluates the exponential trawl functiontrawl_Exp
Evaluates the long memory trawl functiontrawl_LM
Evaluates the supIG trawl functiontrawl_supIG