Man pages for yuima
The YUIMA Project Package for SDEs

adaBayesAdaptive Bayes estimator for the parameters in sde model
asymptotic_termasymptotic expansion of the expected value of the functional
bns.testBarndorff-Nielsen and Shephard's Test for the Presence of...
carma.info-classClass for information about CARMA(p,q) model
CarmaNoiseEstimation for the underlying Levy in a carma model
cceNonsynchronous Cumulative Covariance Estimator
cogarch.estClass for Generalized Method of Moments Estimation for...
cogarch.est.incrClass for Estimation of COGARCH(p,q) model with underlying...
cogarch.info-classClass for information about CoGarch(p,q)
cogarchNoiseEstimation for the underlying Levy in a COGARCH(p,q) model
CPointVolatility structural change point estimator
DataPprFrom 'zoo' data to 'yuima.PPR'.
Diagnostic.CarmaDiagnostic Carma model
Diagnostic.CogarchFunction for checking the statistical properties of the...
get.counting.dataExtract arrival times from an object of class 'yuima.PPR'
gmmMethod of Moments for COGARCH(P,Q).
hyavarAsymptotic Variance Estimator for the Hayashi-Yoshida...
ICInformation criteria for the stochastic differential equation
info.MapClass for information about Map/Operators
info.PprClass for information about Point Process
Integral.sdeClass for the mathematical description of integral of a...
IntegrandClass for the mathematical description of integral of a...
Intensity.PPRIntesity Process for the Point Process Regression Model
lambdaFromDataIntensity of a Point Process Regression Model
lassoAdaptive LASSO estimation for stochastic differential...
LawMethodsMethods for an object of class 'yuima.law'
limiting.gammacalculate the value of limiting covariance matrices : Gamma
llagLead Lag Estimator
llag.testWild Bootstrap Test for the Absence of Lead-Lag Effects
LogSPXFive minutes Log SPX prices
lseBayesAdaptive Bayes estimator for the parameters in sde model by...
mllagMultiple Lead-Lag Detector
mmfracmmfrac
model.parameter-classClass for the parameter description of stochastic...
mpvRealized Multipower Variation
MWK151Graybill - Methuselah Walk - PILO - ITRDB CA535
noisy.samplingNoisy Observation Generator
param.IntegralClass for the mathematical description of integral of a...
param.MapClass for information about Map/Operators
phi.testPhi-divergence test statistic for stochastic differential...
poisson.random.samplingPoisson random sampling method
qgvqgv
qmleCalculate quasi-likelihood and ML estimator of least squares...
qmleLevyGaussian quasi-likelihood estimation for Levy driven SDE
rconstFictitious rng for the constant random variable used to...
rngRandom numbers and densities
setCarmaContinuous Autoregressive Moving Average (p, q) model
setCharacteristicSet characteristic information and create a 'characteristic'...
setCogarchContinuous-time GARCH (p,q) process
setDataSet and access data of an object of type "yuima.data" or...
setFunctionalDescription of a functional associated with a perturbed...
setHawkesConstructor of Hawkes model
setIntegralIntegral of Stochastic Differential Equation
setLawRandom variable constructor
setMapMap of a Stochastic Differential Equation
setModelBasic description of stochastic differential equations (SDE)
setPoissonBasic constructor for Compound Poisson processes
setPprPoint Process
setSamplingSet sampling information and create a 'sampling' object.
setYuimaCreates a "yuima" object by combining "model", "data",...
simFunctionalCalculate the value of functional
simulateSimulator function for multi-dimensional stochastic processes
spectralcovSpectral Method for Cumulative Covariance Estimation
subsamplingsubsampling
toLatexAdditional Methods for LaTeX Representations for Yuima...
variable.IntegralClass for the mathematical description of integral of a...
ybookR code for the Yuima Book
yuima.carma-classClass for the mathematical description of CARMA(p,q) model
yuima.carma.qmle-classClass for Quasi Maximum Likelihood Estimation of CARMA(p,q)...
yuima.characteristic-classClasse for stochastic differential equations characteristic...
yuima-classClass for stochastic differential equations
yuima.cogarch-classClass for the mathematical description of CoGarch(p,q) model
yuima.CP.qmle-classClass for Quasi Maximum Likelihood Estimation of Compound...
yuima.data-classClass "yuima.data" for the data slot of a "yuima" class...
yuima.functional-classClasses for stochastic differential equations data object
yuima.HawkesClass for a mathematical description of a Point Process
yuima.Integral-classClass for the mathematical description of integral of a...
yuima.law-classClass of yuima law
yuima.Map-classClass for the mathematical description of function of a...
yuima.model-classClasses for the mathematical description of stochastic...
yuima.multimodelClass for the mathematical description of Multi dimensional...
yuima.poisson-classClass for the mathematical description of Compound Poisson...
yuima.PprClass for a mathematical description of a Point Process
yuima.PPR.qmle-classClass for Quasi Maximum Likelihood Estimation of Point...
yuima.sampling-classClasses for stochastic differential equations sampling scheme
yuima documentation built on May 21, 2018, 5:04 p.m.