setLRM: A Constructor of a t-Student Regression Model

In yuima: The YUIMA Project Package for SDEs

A Constructor of a t-Student Regression Model

Description

This function returns an object of yuima.LevyRM-class

Usage

setLRM(unit_Levy, yuima_regressors, LevyRM = "Y", coeff = c("mu", "sigma0"), 
data = NULL, sampling = NULL, characteristic = NULL, functional = NULL, ...)

Arguments

unit_Levy	An object of yuima.th-class that describes the t - noise in the regression model.
yuima_regressors	An object of yuima.model-class that represents the regressors.
LevyRM	The label of the output variable. Default 'Y'.
coeff	Labels for the regressor coefficients and the scale parameter.
data	An object of yuima.data-class that contains simulated or real data.
sampling	An object of yuima.sampling-class.
characteristic	An object of yuima.characteristic-class.
functional	An object of class yuima.functional-class.
...	Additional arguments. See setYuima.

Value

An object of yuima.LevyRM-class.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]

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