yuima.adabayes-class: Class for Adaptive Bayes Estimation of Stochastic...

In yuima: The YUIMA Project Package for SDEs

Class for Adaptive Bayes Estimation of Stochastic Differential Equations

Description

The yuima.adabayes class is used to describe the output of the functions adaBayes.

Slots

model

is an object of class yuima.model-class.

mcmc:

is a list of MCMC objects for all estimated parameters.

accept_rate:

is a list acceptance rates for diffusion and drift parts.

call

is an object of class language.

vcov

is an object of class matrix.

fullcoef

is an object of class numeric that contains estimated and fixed parameters.

coef

is an object of class numeric that contains estimated parameters.

fixed

is an object of class numeric that contains fixed parameters.

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