yuima.th-class: 'yuima.th-class': A Mathematical Description for the t-Levy...

In yuima: The YUIMA Project Package for SDEs

yuima.th-class: A Mathematical Description for the t-Levy Process

Description

A yuima class that contains all information on the noise for t-Levy process. This class extends yuima.law-class and contains info on the numerical method used for the inversion of the characteristic function. Three inversion methods are available: cos, Laguerre and FFT.

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

Methods

rand

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

dens

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

quant

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

char

signature(object = "yuima.th", 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.