setYuima: Creates a "yuima" Object by Combining "model", "data",...

In yuima: The YUIMA Project Package for SDEs

Creates a "yuima" Object by Combining "model", "data", "sampling", "characteristic" and "functional" Slots

Description

setYuima constructs an object of yuima-class.

Usage

setYuima(data, model, sampling, characteristic, functional, variable_data_mapping)

Arguments

data	an object of yuima.data-class.
model	an object of yuima.model-class.
sampling	an object of yuima.sampling-class.
characteristic	an object of yuima.characteristic-class.
functional	an object of class yuima.functional-class.
variable_data_mapping	a list. The names are the state variable names and the values are the column indices in the data slot.

Details

The yuima-class object is the main object of the yuima package. Some of the slots can be missing.

The slot data contains the data, either empirical or simulated.

The slot model contains the description of the (statistical) model which is used to generate the data via different simulation schemes, to draw inference from the data or both.

The sampling slot contains information on how the data have been collected or how they should be simulated.

The slot characteristic contains information on PLEASE FINISH THIS. The slot functional contains information on PLEASE FINISH THIS.

Please refer to the vignettes and the examples in the yuimadocs package for more informations.

Value

an object of yuima-class.

Author(s)

The YUIMA Project Team

Examples

# Creation of a yuima object with all slots for a 
# stochastic differential equation
# dXt^e = -theta2 * Xt^e * dt + theta1 * dWt 
diffusion <- matrix(c("theta1"), 1, 1)
drift <- c("-1*theta2*x")
ymodel <- setModel(drift=drift, diffusion=diffusion)
n <- 100
ysamp <- setSampling(Terminal=1, n=n)

yuima <- setYuima(model=ymodel, sampling=ysamp)

str(yuima)

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