jumpProcess: jumpProcess

In processdata: Process Data

Description

Creates an object of class JumpProcess.

Usage

## S4 method for signature 'MarkedPointProcess'
 jumpProcess(object, ...)

## S4 method for signature 'data.frame'
 jumpProcess(object, continuousData, ...)

Arguments

object	a MarkedPointProcess object or a data.frame.
continuousData	a data.frame.
...	other arguments.

Value

An object of class JumpProcess

Author(s)

Niels Richard Hansen, [e-mail]

See Also

MarkedPointProcess

Examples

## 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)

processdata documentation built on May 2, 2019, 5:23 p.m.