Description Usage Arguments Value Author(s) See Also Examples
Creates an object of class JumpProcess
.
1 2 3 4 5 | ## S4 method for signature 'MarkedPointProcess'
jumpProcess(object, ...)
## S4 method for signature 'data.frame'
jumpProcess(object, continuousData, ...)
|
object |
a |
continuousData |
a |
... |
other arguments. |
An object of class JumpProcess
Niels Richard Hansen, Niels.R.Hansen@math.ku.dk
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | ## A pure jump process.
MP <- data.frame(time = seq(5, 95, 10),
markType = rep("foo", 10),
jump = rnorm(10))
JP <- integrator(markedPointProcess(MP, 1:100))
## Not run:
plot(JP)
## End(Not run)
## A 'jump target' process (target = 0).
CP <- data.frame(
time = 1:100,
foo = unlist(tapply(rnorm(100), rep(0:10, times = c(4, rep(10,9), 6)), cumsum))
)
MP$jump <- CP$foo[seq(5, 95, 10)]
JP <- jumpProcess(MP, CP)
## Not run:
plot(JP)
## End(Not run)
## Another combined process.
MP$jump <- rnorm(10, sd = 2)
CP$foo <- CP$foo + integrator(markedPointProcess(MP, 1:100), result = 'numeric')
JP <- jumpProcess(MP, CP)
## Not run:
plot(JP)
## End(Not run)
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