| 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... |
| 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... |
| fitCIR | Calculate preliminary estimator and one-step improvements of... |
| 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 |
| JBtest | Remove jumps and calculate the Gaussian quasi-likelihood... |
| 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... |
| 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 |
| 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",... |
| 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.ae-class | Class for the asymptotic expansion of diffusion processes |
| 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.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... |
