R/ClassCogarch.R

In yuima: The YUIMA Project Package for SDEs

# In order to deal the cogarch model in the \texttt{yuima} package
# We define a new class called \texttt{yuima.cogarch} and its structure
# is similar to those used for the carma model.
# The class \texttt{yuima.cogarch} extends the \texttt{yuima.model} and has
# an additional slot that contains informations about the model stored in an object of
# class \texttt{cogarch.info}.
# The class \texttt{cogarch.info} is build  internally by the function \texttt{setCogarch} and it is a
# the first slot of an object of class \texttt{yuima.cogarch}.

# Class 'cogarch.info'
setClass("cogarch.info",
         representation(p="numeric",
                        q="numeric",
                        ar.par="character",
                        ma.par="character",
                        loc.par="character",
                        Cogarch.var="character",
                        V.var="character",
                        Latent.var="character",
                        XinExpr="logical",
                        measure="list",
                        measure.type="character")
)

# Class 'yuima.cogarch'

setClass("yuima.cogarch",
         representation(info="cogarch.info"),
         contains="yuima.model")

# Class 'gmm.cogarch'

setClass("cogarch.est",representation(
  yuima = "yuima",
  objFun="character"),
  contains="mle"
)


setClass("summary.cogarch.est",
  representation(objFun = "ANY",
  objFunVal = "ANY",
  object = "ANY"),
  contains="summary.mle"
)



setClass("cogarch.est.incr",
         representation(Incr.Lev = "ANY",
         logL.Incr = "ANY"
),
contains="cogarch.est"
)

setClass("summary.cogarch.est.incr",
         representation(logL.Incr = "ANY",
                        MeanI = "ANY",
                        SdI = "ANY",
                        logLI = "ANY",
                        TypeI = "ANY",
                        NumbI = "ANY",
                        StatI ="ANY"),
         contains="summary.cogarch.est"
)





# setClass("cogarch.gmm.incr",representation(Incr.Lev = "ANY",
#                                            model = "yuima.cogarch",
#                                            logL.Incr = "ANY",
#                                            objFun="character"
# ),
# contains="mle"
# )
#
# setClass("cogarch.gmm",representation(
#   model = "yuima.cogarch",
#   objFun="character"),
#   contains="mle"
# )
# setClass("gmm.cogarch",
#   contains="mle"
#   )