MultDiffModel-class: Class "MultDiffModel"

In smd: Sparse Multivariate Diffusions

Description

MultDiffModel is a virtual class which represents multivariate diffusion models.

Objects from the class

A virtual class: No objects may be created from it.

The class is extended by the class OUModel, the objects of which represent multivariate Ornstein-Uhlenbeck diffusion models.

Slots

data:

An object of class ContinuousProcess containing the data used to estimate the model and additional information about the structure of the data.

parameters:

A list of the parameters of the model.

sufficientStat:

An environment.

hasSufficientStat:

An object of type logical. Flag to indicate if sufficient statistics are computed.

Methods

getData

signature(object = "MultDiffModel", ...): Returns the slot data as an object of class ContinuousProcess.

getParameters

signature(object = "MultDiffModel", ...): Returns the slot
parameters as a list.

loss

signature(object = "MultDiffModel", parameters = NULL, lossType = 1, ...): Returns the value of the type 1 or 2 loss function. Uses data from object. If parameters are missing, the parameters from object are used. If parameters are not missing, they must be specified as a list of parameters which are compatible with object. lossType must be either 1 or 2.

Author(s)

Nina Munkholt, [e-mail]

See Also

OUModel

Examples

showClass("MultDiffModel")

smd documentation built on May 2, 2019, 5:56 p.m.