model.parameter-class | R Documentation |
The model.parameter-class
is a class of the yuima package.
The model.parameter-class
object cannot be directly specified by the user
but it is constructed when the yuima.model-class
object is
constructed via setModel
.
All the terms which are not in the list of solution, state, time, jump variables
are considered as parameters. These parameters are
identified in the different components of the model (drift, diffusion and
jump part).
This information is later used to draw inference jointly or separately for
the different parameters depending on the model in hands.
drift
:A vector of names belonging to the drift coefficient.
diffusion
:A vector of names of parameters belonging to the diffusion coefficient.
jump
:A vector of names of parameters belonging to the jump coefficient.
measure
:A vector of names of parameters belonging to the Levy measure.
xinit
:A vector of names of parameters belonging to the initial condition.
all
:A vector of names of all the parameters found in the components of the model.
common
:A vector of names of the parameters in common among drift, diffusion, jump and measure term.
The YUIMA Project Team
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