- Home
- CRAN
**yuima**: The YUIMA Project Package for SDEs**setCharacteristic**: Set characteristic information and create a 'characteristic'...

# Set characteristic information and create a ‘characteristic’ object.

### Description

`setCharacteristic`

is a constructor for `characteristic`

class.

### Usage

1 | ```
setCharacteristic(equation.number,time.scale)
``` |

### Arguments

`equation.number` |
The number of equations modeled in |

`time.scale` |
time.scale assumed in the model. |

### Details

class `characteristic`

has two slots,
`equation.number`

is the number of equations handled in the yuima object, and
`time.scale`

is a hoge of `characteristic`

.

### Value

An object of class `characteristic`

.

### Author(s)

The YUIMA Project Team

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker. Vote for new features on Trello.

- 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.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
- Diagnostic.Cogarch: Function for checking the statistical properties of the...
- hyavar: Asymptotic Variance Estimator for the Hayashi-Yoshida...
- info.Map: Class for information about Map/Operators
- info.Ppr: Class for information about Point Process
- 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
- LogSPX: Five minutes Log SPX prices
- 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.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...
- 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...
- 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.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.sampling-class: Classes for stochastic differential equations sampling scheme