yuima.LevyRM-class: 'yuima.LevyRM': A Class for the Mathematical Description of...

yuima.LevyRM-classR Documentation

yuima.LevyRM: A Class for the Mathematical Description of the t-Student Regression Model

Description

A yuima class that contains all information on the regression model with t-student Levy process noise. This class extends yuima-class and contains information on the regressors used in the definition of the model. The regressors are represented by an object of yuima.model-class.

An object of this class can be created by calls of the function setLRM.

Methods

initialize

Initialize method. It makes a copy of each argument.

simulate

simulation method. For more information see simulate.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it


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