setLaw_th: Constructior of a t-Levy Process

In yuima: The YUIMA Project Package for SDEs

Constructior of a t-Levy Process

Description

setLaw_th constructs an object of class yuima.th-class.

Usage

setLaw_th(h = 1, method = "LAG", up = 7, low = -7, N = 180, 
N_grid = 1000, regular_par = NULL, ...)

Arguments

h	a numeric object that is the time of the intervals
method	Method for the inversion of the characteristic function. Three methods are available: cos, LAG, and FFT.
up	Upper bound for the integration support.
low	Lower bound for the integration support.
N	Integration grid.
N_grid	Number of points in the support.
regular_par	A scalar for controlling the Gibbs effect for the inversion of the characteristic function
...	Additional arguments. See setLaw for more details.

Value

The function returns an object of class yuima.th-class.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]

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