R/shock.R

In COGARCH: Simulation and inferenc for COGARCH(1,1) processes

shock <- setClass(
  "shock",
  representation(
    timeinc = "numeric",
    inc = "matrix",
    Time = "numeric"
  )
)

setMethod("plot",
          signature(x = "shock", y = "missing"),
          function (x, y, ...) 
          {
            matplot(cumsum(x@timeinc), apply(x@inc, 2, cumsum), type="s", xlab="t", ylab="", xlim=c(0, x@Time), ...)
          }
)