yuima: The YUIMA Project Package for SDEs

Simulation and Inference for Stochastic Differential Equations.

AuthorYUIMA Project Team
Date of publication2017-01-18 08:37:47
MaintainerStefano M. Iacus <stefano.iacus@unimi.it>
LicenseGPL-2
Version1.4.7
http://R-Forge.R-project.org/projects/yuima/

View on CRAN

Man pages

adaBayes: Adaptive Bayes estimator for the parameters in sde model

asymptotic_term: asymptotic expansion of the expected value of the functional

bns.test: Barndorff-Nielsen and Shephard's Test for the Presence of...

carma.info-class: Class for information about CARMA(p,q) model

CarmaNoise: Estimation for the underlying Levy in a carma model

cce: Nonsynchronous Cumulative Covariance Estimator

cogarch.info-class: Class for information about CoGarch(p,q)

cogarchNoise: Estimation for the underlying Levy in a COGARCH(p,q) model

CPoint: Volatility structural change point estimator

Diagnostic.Carma: Diagnostic Carma model

Diagnostic.Cogarch: Function for checking the statistical properties of the...

hyavar: Asymptotic Variance Estimator for the Hayashi-Yoshida...

info.Map: Class for information about Map/Operators

info.Ppr: Class for information about Point Process

lambdaFromData: Intensity of a Point Process Regression Model

lasso: Adaptive LASSO estimation for stochastic differential...

LawMethods: Methods for an object of class 'yuima.law'

limiting.gamma: calculate the value of limiting covariance matrices : Gamma

llag: Lead Lag Estimator

LogSPX: Five minutes Log SPX prices

lseBayes: Adaptive Bayes estimator for the parameters in sde model by...

mllag: Multiple Lead-Lag Detector

mmfrac: mmfrac

model.parameter-class: Class for the parameter description of stochastic...

mpv: Realized Multipower Variation

MWK151: Graybill - Methuselah Walk - PILO - ITRDB CA535

noisy.sampling: Noisy Observation Generator

param.Map: Class for information about Map/Operators

phi.test: Phi-divergence test statistic for stochastic differential...

poisson.random.sampling: Poisson random sampling method

qgv: qgv

qmle: Calculate quasi-likelihood and ML estimator of least squares...

rconst: Fictitious rng for the constant random variable used to...

rng: Random numbers and densities

setCarma: Continuous Autoregressive Moving Average (p, q) model

setCharacteristic: Set characteristic information and create a 'characteristic'...

setCogarch: Continuous-time GARCH (p,q) process

setData: Set and access data of an object of type "yuima.data" or...

setFunctional: Description of a functional associated with a perturbed...

setHawkes: Constructor of Hawkes model

setIntegral: Integral of Stochastic Differential Equation

setLaw: Random variable constructor

setMap: Map of a Stochastic Differential Equation

setModel: Basic description of stochastic differential equations (SDE)

setPoisson: Basic constructor for Compound Poisson processes

setPpr: Point Process

setSampling: Set sampling information and create a 'sampling' object.

setYuima: Creates a "yuima" object by combining "model", "data",...

simFunctional: Calculate the value of functional

simulate: Simulator function for multi-dimensional stochastic processes

spectralcov: Spectral Method for Cumulative Covariance Estimation

subsampling: subsampling

toLatex: Additional Methods for LaTeX Representations for Yuima...

yuima.carma-class: Class for the mathematical description of CARMA(p,q) model

yuima.carma.qmle-class: Class for Quasi Maximum Likelihood Estimation of CARMA(p,q)...

yuima.characteristic-class: Classe for stochastic differential equations characteristic...

yuima-class: Class for stochastic differential equations

yuima.cogarch-class: Class for the mathematical description of CoGarch(p,q) model

yuima.CP.qmle-class: Class for Quasi Maximum Likelihood Estimation of Compound...

yuima.data-class: Class "yuima.data" for the data slot of a "yuima" class...

yuima.functional-class: Classes for stochastic differential equations data object

yuima.Hawkes: Class for a mathematical description of a Point Process

yuima.Map-class: Class for the mathematical description of function of a...

yuima.model-class: Classes for the mathematical description of stochastic...

yuima.multimodel: Class for the mathematical description of Multi dimensional...

yuima.poisson-class: Class for the mathematical description of Compound Poisson...

yuima.Ppr: Class for a mathematical description of a Point Process

yuima.sampling-class: Classes for stochastic differential equations sampling scheme

Files in this package

yuima
yuima/COPYING
yuima/inst
yuima/inst/CITATION
yuima/inst/AUTHORS
yuima/inst/COPYRIGHTS
yuima/src
yuima/src/carmafilter.c
yuima/src/MpCN.cpp
yuima/src/rng.c
yuima/src/minusquasilogl_W1andW2.cpp
yuima/src/PseudoLoglikCOGARCH.c
yuima/src/cce_functions.c
yuima/src/qmlecpp.cpp
yuima/src/RcppExports.cpp
yuima/src/Mt.h
yuima/NAMESPACE
yuima/NEWS
yuima/data
yuima/data/LogSPX.rda
yuima/data/MWK151.rda
yuima/R
yuima/R/AllClasses.R yuima/R/mllag.R yuima/R/toLatex.R yuima/R/CPoint.R yuima/R/yuima.R yuima/R/CholeskyfGn.R yuima/R/simCP.R yuima/R/lseBayes.R yuima/R/rng.R yuima/R/PseudoLogLikCOGARCH.R yuima/R/PointProcessClasses.R yuima/R/qmle.R yuima/R/asymptotic_term_third.R yuima/R/AuxMethodforPPR.R yuima/R/yuima.characteristic.R yuima/R/mpv.R yuima/R/NewClasses.R
yuima/R/yuima.law.r
yuima/R/cce.R yuima/R/mmfrac.R yuima/R/setPoisson.R yuima/R/setCogarch.R yuima/R/yuima.functional.R yuima/R/sampling2grid.R yuima/R/subsampling.R yuima/R/DiagnosticCogarch.R yuima/R/WoodChanfGn.R yuima/R/llag.R yuima/R/poisson.random.sampling.R yuima/R/setMultiModel.R yuima/R/setCarma.R yuima/R/yuima.data.R yuima/R/asymptotic_term_second.R yuima/R/simulateMultiProcess.R yuima/R/spectralcov.R yuima/R/hyavar.R yuima/R/yuima.model.R yuima/R/simulateForPpr.R yuima/R/lse.R yuima/R/adaBayes.R yuima/R/RcppExports.R yuima/R/MethodForLaw.R yuima/R/simulateForMapsIntegralAndOperator.R yuima/R/ClassCogarch.R yuima/R/yuima.sampling.R yuima/R/setHawkes.R yuima/R/asymptotic_term_third_function.R yuima/R/FunctionAndOperators.R yuima/R/simulate.R yuima/R/phi.test.R yuima/R/bns.test.R yuima/R/DiagnosticCarma.R yuima/R/sim.euler.space.discretized.R yuima/R/cogarchNoise.R yuima/R/noisy.sampling.R yuima/R/setPpr.R yuima/R/sim.euler.R yuima/R/limiting.gamma.R yuima/R/lasso.R yuima/R/MM.COGARCH.R yuima/R/zzz.R yuima/R/simFunctional.R yuima/R/CarmaNoise.R yuima/R/qgv.R
yuima/MD5
yuima/DESCRIPTION
yuima/man
yuima/man/yuima.model-class.Rd yuima/man/setFunctional.Rd yuima/man/noisy.sampling.Rd yuima/man/yuima.characteristic-class.Rd yuima/man/MWK151.Rd yuima/man/yuima.functional-class.Rd yuima/man/model.parameter-class.Rd yuima/man/mmfrac.Rd yuima/man/phi.test.Rd
yuima/man/yuima.Integral-class.rd
yuima/man/setCarma.Rd yuima/man/CarmaNoise.Rd yuima/man/simulate.Rd
yuima/man/Integral.sde.rd
yuima/man/lambdaFromData.Rd yuima/man/setYuima.Rd yuima/man/Diagnostic.Cogarch.Rd yuima/man/setSampling.Rd yuima/man/simFunctional.Rd yuima/man/rng.Rd yuima/man/setCharacteristic.Rd yuima/man/mllag.Rd yuima/man/info.Ppr.Rd
yuima/man/cogarch.est.incr.rd
yuima/man/lasso.Rd yuima/man/yuima.Map-class.Rd yuima/man/yuima-class.Rd yuima/man/setLaw.Rd yuima/man/LogSPX.Rd yuima/man/setModel.Rd
yuima/man/yuima.law-class.rd
yuima/man/mpv.Rd
yuima/man/cogarch.est.rd
yuima/man/cogarchNoise.Rd yuima/man/spectralcov.Rd yuima/man/lseBayes.Rd yuima/man/setMap.Rd yuima/man/asymptotic_term.Rd yuima/man/yuima.carma-class.Rd yuima/man/param.Map.Rd yuima/man/yuima.carma.qmle-class.Rd yuima/man/cce.Rd yuima/man/setPpr.Rd yuima/man/yuima.sampling-class.Rd
yuima/man/param.Integral.rd
yuima/man/yuima.poisson-class.Rd yuima/man/limiting.gamma.Rd yuima/man/adaBayes.Rd yuima/man/setData.Rd yuima/man/LawMethods.Rd yuima/man/setHawkes.Rd yuima/man/setCogarch.Rd yuima/man/bns.test.Rd yuima/man/yuima.multimodel.Rd yuima/man/yuima.CP.qmle-class.Rd yuima/man/info.Map.Rd yuima/man/setPoisson.Rd yuima/man/setIntegral.Rd yuima/man/qgv.Rd
yuima/man/Integrand.rd
yuima/man/carma.info-class.Rd yuima/man/rconst.Rd yuima/man/yuima.cogarch-class.Rd yuima/man/llag.Rd
yuima/man/variable.Integral.rd
yuima/man/CPoint.Rd yuima/man/cogarch.info-class.Rd yuima/man/yuima.Hawkes.Rd
yuima/man/gmm.rd
yuima/man/yuima.data-class.Rd yuima/man/subsampling.Rd yuima/man/yuima.Ppr.Rd yuima/man/poisson.random.sampling.Rd yuima/man/hyavar.Rd yuima/man/Diagnostic.Carma.Rd yuima/man/qmle.Rd yuima/man/toLatex.Rd

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