yuima.sampling-class: Classes for stochastic differential equations sampling scheme

In yuima: The YUIMA Project Package for SDEs

Classes for stochastic differential equations sampling scheme

Description

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

Details

This object is created by setSampling or as a result of a simulation scheme by the simulate function or after subsampling via the function subsampling.

Slots

Initial:

initial time of the grid.

Terminal:

terminal time fo the grid.

n:

the number of observations - 1.

delta:

in case of a regular grid is the mesh.

grid:

the grid of times.

random:

either FALSE or the distribution of the random times.

regular:

indicator of whether the grid is regular or not. For internal use only.

sdelta:

in case of a regular space grid it is the mesh.

sgrid:

the grid in space.

oindex:

in case of interpolation, a vector of indexes corresponding to the original observations used for the approximation.

interpolation:

the name of the interpolation method used.

Author(s)

The YUIMA Project Team

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