yuima.Integral-class: Class for the mathematical description of integral of a...

In yuima: The YUIMA Project Package for SDEs

Class for the mathematical description of integral of a stochastic process

Description

The yuima.Integral class is a class of the yuima package that extends the yuima-class it represents a integral of a stochastic process

zt = int^{t}_0 h(theta, Xs, s) dXs

Slots

In the following we report the the additional slots of an object of class yuima.Integral with respect to the yuima-class:

Integral:

It is an object of class Integral.sde and it is composed by the following slots:

param.Integral:

it is an object of class param.Integral and it is composed by the following slots:

allparam:

labels of all parameters (model and integral).

common:

common parameters.

Integrandparam:

labels of all parameters only in the integral.

variable.Integral:

it is an object of class variable.Integral and it is composed by the following slots:

var.dx:

integral variable.

lower.var:

lower bound of support.

upper.var:

upper bound of support.

out.var:

labels of output.

var.time:

label of time.

Integrand:

it is an object of class variable.Integral and it is composed by the following slots:

IntegrandList:

It is a list that contains the components of integrand h(theta, Xs, s).

dimIntegrand:

a numeric object that is the dimensions of the output.

Methods

simulate

simulation method. For more information see simulate.

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