setMap: Map of a Stochastic Differential Equation
In yuima: The YUIMA Project Package for SDEs

setMap

R Documentation

Map of a Stochastic Differential Equation

Description

'setMap' is the constructor of an object of class yuima.Map that describes a map of a SDE

Usage

setMap(func, yuima, out.var = "", nrow = 1, ncol = 1)

Arguments

`func`	a matrix or a vector of strings that describe each component of the map.
`yuima`	an object of class `yuima.model` that is the SDE.
`out.var`	label for the output
`nrow`	dimension of Map if `func` is a vector of string.
`ncol`	dimension of output if `func` is a vector of string.

Value

The constructor returns an object of class yuima.Map.

Author(s)

The YUIMA Project Team

References

Yuima Documentation

Examples


## Not run: 
# Definition of a yuima model
mod <- setModel(drift=c("a1", "a2"),
  diffusion = matrix(c("s1","0","0","s2"),2,2),
  solve.variable = c("X","Y"))

# Definition of a map
my.Map <- matrix(c("(X+Y)","-X-Y",
  "a*exp(X-a1*t)","b*exp(Y-a2*t)"),
  nrow=2,ncol=2)

# Construction of yuima.Map

yuimaMap <- setMap(func = my.Map, yuima = mod,
  out.var = c("f11","f21","f12","f22"))

# Simulation of a Map

set.seed(123)
samp <- setSampling(0, 100,n = 1000)
mypar <- list(a=1, b=1, s1=0.1, s2=0.2, a1=0.1, a2=0.1)
sim1 <- simulate(object = yuimaMap, true.parameter = mypar,
  sampling = samp)

# plot

plot(sim1, ylab = yuimaMap@Output@param@out.var,
  main = "simulation Map", cex.main = 0.8)


## End(Not run)

yuima documentation built on Dec. 28, 2022, 2:01 a.m.