The YUIMA Project Package for SDEs

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.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... |

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 |

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 |

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 |

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.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... |

poisson.random.sampling | Poisson random sampling method |

qgv | qgv |

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

qmleLevy | Gaussian quasi-likelihood estimation for Levy driven SDE |

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... |

variable.Integral | Class for the mathematical description of integral of a... |

ybook | R code for the Yuima Book |

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.Integral-class | Class for the mathematical description of integral of a... |

yuima.law-class | Class of yuima law |

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.PPR.qmle-class | Class for Quasi Maximum Likelihood Estimation of Point... |

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

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