model.parameter-class: Class for the parameter description of stochastic...

Description Details Slots Author(s)

Description

The model.parameter-class is a class of the yuima package.

Details

The model.parameter-class object cannot be directly specified by the user but it is constructed when the yuima.model-class object is constructed via setModel. All the terms which are not in the list of solution, state, time, jump variables are considered as parameters. These parameters are identified in the different components of the model (drift, diffusion and jump part). This information is later used to draw inference jointly or separately for the different parameters depending on the model in hands.

Slots

drift:

A vector of names belonging to the drift coefficient.

diffusion:

A vector of names of parameters belonging to the diffusion coefficient.

jump:

A vector of names of parameters belonging to the jump coefficient.

measure:

A vector of names of parameters belonging to the Levy measure.

xinit:

A vector of names of parameters belonging to the initial condition.

all:

A vector of names of all the parameters found in the components of the model.

common:

A vector of names of the parameters in common among drift, diffusion, jump and measure term.

Author(s)

The YUIMA Project Team


yuima documentation built on May 19, 2017, 2:32 p.m.

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