| adaBayes | Adaptive Bayes Estimator for the Parameters in SDE Model |
| ae | Asymptotic Expansion |
| aeCharacteristic | Asymptotic Expansion - Characteristic Function |
| aeDensity | Asymptotic Expansion - Density |
| aeExpectation | Asymptotic Expansion - Functionals |
| aeKurtosis | Asymptotic Expansion - Kurtosis |
| aeMarginal | Asymptotic Expansion - Marginals |
| aeMean | Asymptotic Expansion - Mean |
| aeMoment | Asymptotic Expansion - Moments |
| aeSd | Asymptotic Expansion - Standard Deviation |
| aeSkewness | Asymptotic Expansion - Skewness |
| asymptotic_term | Asymptotic Expansion of the Expected Value of the Functional |
| bns.test | Barndorff-Nielsen and Shephard's Test for the Presence of... |
| carmaHawkes.info-class | Class for Information on the Hawkes Process with a CARMA(p,q)... |
| 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 |
| cce.factor | High-Dimensional Cumulative Covariance Estimator by Factor... |
| cogarch.est | Class for Generalized Method of Moments Estimation for... |
| cogarch.est.incr | Class for Estimation of COGARCH(p,q) Model with Underlying... |
| 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 |
| DataPpr | From 'zoo' Data to 'yuima.PPR' |
| Diagnostic.Carma | Diagnostic Carma Model |
| Diagnostic.Cogarch | Function for Checking the Statistical Properties of the... |
| estimation_LRM | Estimation of the t-Levy Regression Model |
| EstimCarmaHawkes | Estimation Methods for a CARMA(p,q)-Hawkes Counting Process |
| fitCIR | Calculate Preliminary Estimator and One-step Improvements of... |
| FromCF2yuima_law | From a Characteristic Function to an 'yuima.law-object' |
| get.counting.data | Extract Arrival Times from an Object of Class 'yuima.PPR' |
| gmm | Method of Moments for COGARCH(P,Q) |
| hyavar | Asymptotic Variance Estimator for the Hayashi-Yoshida... |
| IC | Information Criteria for the Stochastic Differential Equation |
| info.Map | Class for Information about Map/Operators |
| info.Ppr | Class for Information about Point Process |
| initialize-yuima.ae-method | Constructor for 'yuima.ae' Class |
| Integral.sde | Class for the Mathematical Description of Integral of a... |
| Integrand | Class for the Mathematical Description of Integral of a... |
| Intensity.PPR | Intesity Process for the Point Process Regression Model |
| JBtest | Remove Jumps and Calculate the Gaussian Quasi-likelihood... |
| kalmanBucyFilter | Kalman-Bucy Filter |
| 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 |
| llag.test | Wild Bootstrap Test for the Absence of Lead-Lag Effects |
| lm.jumptest | Lee and Mykland's Test for the Presence of Jumps Using... |
| 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 |
| ntv | Volatility Estimation and Jump Test Using Nearest Neighbor... |
| param.Integral | Class for the Mathematical Description of Integral of a... |
| param.Map | Class for Information about Map/Operators |
| phi.test | Phi-divergence Test Statistic for Stochastic Differential... |
| plot-yuima.ae-ANY-method | Plot Method for 'yuima.ae' Class |
| plot-yuima.kalmanBucyFilter-ANY-method | Plotting Method for Kalman-Bucy Filter |
| poisson.random.sampling | Poisson Random Sampling Method |
| pz.test | Podolskij and Ziggel's Test for the Presence of Jumps Using... |
| qgv | 'qgv' |
| qmle | Calculate Quasi-likelihood and ML Estimator of Least Squares... |
| qmleLevy | Gaussian Quasi-likelihood Estimation for Levy Driven SDE |
| qmle_linear_state_space_model | Calculate Quasi-Likelihood and Maximum Likelihood Estimator... |
| rconst | Fictitious RNG for the Constant Random Variable Used to... |
| rng | Random Numbers and Densities |
| setCarma | Continuous Autoregressive Moving Average (p, q) Model |
| setCarmaHawkes | Hawkes Process with a Continuous Autoregressive Moving... |
| 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 |
| setLaw_th | Constructior of a t-Levy Process |
| setLRM | A Constructor of a t-Student Regression Model |
| 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",... |
| simBmllag | Simulation of Increments of Bivariate Brownian Motions with... |
| simCIR | Simulation of the Cox-Ingersoll-Ross Diffusion |
| simFunctional | Calculate the Value of Functional |
| simulate | Simulator Function for Multi-dimensional Stochastic Processes |
| snr | Calculating Self-normalized Residuals for SDEs |
| spectralcov | Spectral Method for Cumulative Covariance Estimation |
| subsampling | 'subsampling' |
| toLatex | Additional Methods for LaTeX Representations for Yuima... |
| variable.Integral | Class for the Mathematical Description of Integral of a... |
| wllag | Scale-by-scale Lead-lag Estimation |
| ybook | R Code for the Yuima Book |
| yuima.adabayes-class | Class for Adaptive Bayes Estimation of Stochastic... |
| yuima.ae-class | Class for the Asymptotic Expansion of Diffusion Processes |
| yuima.carma-class | Class for the Mathematical Description of CARMA(p,q) Model |
| yuima.carmaHawkes-class | Class for the Mathematical Description of a Hawkes Process... |
| 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.Integral-class | Class for the Mathematical Description of Integral of a... |
| yuima.law-class | 'yuima law-class': A Mathematical Description for the Noise |
| yuima.LevyRM-class | 'yuima.LevyRM': A Class for the Mathematical Description of... |
| yuima.linear_state_space_model-class | Class for the Mathematical Description of Linear State Space... |
| 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 miMathematical 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.PPR.qmle-class | Class for Quasi Maximum Likelihood Estimation of Point... |
| yuima.qmleLevy.incr-class | Class for Quasi Maximum Likelihood Estimation of Levy SDE... |
| yuima.sampling-class | Classes for Stochastic Differential Equations Sampling Scheme |
| yuima.snr-class | Class "yuima.snr" for Self-normalized Residuals of SDE... |
| yuima.state_space_model-class | Class for the Mathematical Description of State Space Models |
| yuima.th-class | 'yuima.th-class': A Mathematical Description for the t-Levy... |
