yuima-class: Class for stochastic differential equations
In yuima: The YUIMA Project Package for SDEs

yuima-class

R Documentation

Class for stochastic differential equations

Description

The yuima S4 class is a class of the yuima package.

Details

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

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

The 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 generated.

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

Slots

data:: an object of class yuima.data-class
model:: an object of class yuima.model-class
sampling:: an object of class yuima.sampling-class
characteristic:: an object of class yuima.characteristic-class
functional:: an object of class yuima.functional-class

Methods

new: signature(x = "yuima", data = "yuima.data", model = "yuima.model", sampling = "yuima.sampling", characteristic = "yuima.characteristic": the function makes a copy of the prototype object from the class definition of yuima-class, then calls the initialize method passing as arguments the newly created object and the remaining arguments.
initialize: signature(x = "yuima", data = "yuima.data", model = "yuima.model", sampling = "yuima.sampling", characteristic = "yuima.characteristic": makes a copy of each argument in the corresponding slots of the object x.
get.data: signature(x = "yuima"): returns the content of the slot data.
plot: signature(x = "yuima", ...): calls plot from the zoo package with argument x@data@zoo.data. Additional arguments ... are passed as is to the plot function.
dim: signature(x = "yuima"): the number of SDEs in the yuima object.
length: signature(x = "yuima"): a vector of length of each SDE described in the yuima object.
cce: signature(x = "yuima"): calculates the asyncronous covariance estimator on the data contained in x@data@zoo.data. For more details see cce.
llag: signature(x = "yuima"): calculates the lead lag estimate r on the data contained in x@data@zoo.data. For more details see llag.
simulate: simulation method. For more information see simulate.
cbind: signature(x = "yuima"): bind yuima.data object.