initialize-yuima.ae-method: Constructor for 'yuima.ae' Class

In yuima: The YUIMA Project Package for SDEs

Constructor for yuima.ae Class

Description

Construct an object of class yuima.ae-class.

Usage

## S4 method for signature 'yuima.ae'
initialize(
  .Object,
  order,
  var,
  u.var,
  eps.var,
  characteristic,
  Z0,
  Mu,
  Sigma,
  c.gamma,
  verbose
)

Arguments

.Object	an object of class yuima.ae-class.
order	integer. The order of the expansion.
var	character. The state variables.
u.var	character. The variables of the characteristic function.
eps.var	character. The perturbation variable.
characteristic	expression. The characteristic function.
Z0	numeric. The solution to the deterministic process obtained by setting the perturbation to zero.
Mu	numeric. The drift vector for the representation of Z1.
Sigma	matrix. The diffusion matrix for the representation of Z1.
c.gamma	list. The coefficients of the Hermite polynomials.
verbose	logical. Print on progress? Default FALSE.

yuima documentation built on April 16, 2025, 5:12 p.m.