yuima.law-class: 'yuima law-class': A Mathematical Description for the Noise

In yuima: The YUIMA Project Package for SDEs

yuima law-class: A Mathematical Description for the Noise

Description

A yuima class that contains all information on the noise. This class is a bridge between a yuima.model-class and a noise constructed by users.

Slots

rng

A user defined function that generates the noise sample.

density

A user defined function that is the density of the noise at time t.

cdf

A user defined function that is the cumulative distribution function of the noise at time t.

quantile

A user defined function that is the quantile of the noise at time t.

characteristic

A user defined function that is the characteristic function of the noise at time t.

param.measure

A character object that contains the parameters of the noise.

time.var

the label of the time variable.

dim

Dimension of the noise

Methods

rand

signature(object = "yuima.law", n = "numeric", param = "list", ...): This method returns a sample of the noise, n is the sample size.

dens

signature(object = "yuima.law", x = "numeric", param = "list", log = FALSE, ...): This method returns the density of the noise, x is the vector of the support.

cdf

signature(object = "yuima.law", q = "numeric", param = "list", ...): This method returns the cdf of the noise, q is the vector of the support.

quant

signature(object = "yuima.law", p = "numeric", param = "list", ...): This method returns the quantile of the noise, p is the vector of the support.

char

signature(object = "yuima.law", u = "numeric", param = "list", ...): This method returns the characteristic function of the noise, u is the vector of the support.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]

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