# Simulation and Estimation of Ambit Processes

## Documentation for package ‘ambit’ version 0.1.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

acf_Exp | Autocorrelation function of the exponential trawl function
acf_LM | Autocorrelation function of the long memory trawl function
acf_supIG | Autocorrelation function of the supIG trawl function
AddSlices_Rcpp | Add slices and return vector of the sums of slices
AddWeightedSlices_Rcpp | Add slices and return vector of the weighted sums of slices
asymptotic_variance | Computing the true asymptotic variance in the CLT of the trawl estimation
asymptotic_variance_est | Estimating the asymptotic variance in the trawl function CLT
c4est | Estimating the fourth cumulant of the trawl process
LebA_est | Nonparametric estimation of the trawl set Leb(A)
LebA_slice_est | Nonparametric estimation of the trawl (sub-) sets Leb(A), Leb(A intersection A_h), Leb(A setdifference A_h)
LebA_slice_ratio_est_acfbased | Nonparametric estimation of the ratios Leb(A intersection A_h)/Leb(A), Leb(A setdifference A_h)/Leb(A)
my_mae | my_mse
my_mse | my_mse
my_results | my_results
nonpar_trawlest | Nonparametric estimation of the trawl function
rq | Computing the scaled realised quarticity
sim_weighted_trawl | Simulation of a weighted trawl process
sim_weighted_trawl_gen | Simulation of a weighted trawl process with generic trawl function
test_asymnorm | Computing the infeasible test statistic from the trawl function estimation CLT
test_asymnorm_est | Computing the feasible statistic of the trawl function CLT
test_asymnorm_est_dev | Computing the feasible statistic of the trawl function CLT
trawl_deriv | Estimating the derivative of the trawl function using the empirical derivative
trawl_deriv_mod | Estimating the derivative of the trawl function
trawl_Exp | Evaluates the exponential trawl function
trawl_LM | Evaluates the long memory trawl function
trawl_supIG | Evaluates the supIG trawl function