carma.info-class: Class for information about CARMA(p,q) model

In yuima: The YUIMA Project Package for SDEs

Class for information about CARMA(p,q) model

Description

The carma.info-class is a class of the yuima package.

Details

The carma.info-class object cannot be directly specified by the user but it is constructed when the yuima.carma-class object is constructed via setCarma.

Slots

p:

Number of autoregressive coefficients.

q:

Number of moving average coefficients.

loc.par:

Label of location coefficient.

scale.par:

Label of scale coefficient.

ar.par:

Label of autoregressive coefficients.

ma.par:

Label of moving average coefficients.

lin.par:

Label of linear coefficients.

Carma.var:

Label of the observed process.

Latent.var:

Label of the unobserved process.

XinExpr:

Logical variable. If XinExpr=FALSE, the starting condition of Latent.var is zero otherwise each component of Latent.var has a parameter as a starting point.

Author(s)

The YUIMA Project Team

yuima documentation built on Nov. 14, 2022, 3:02 p.m.