yuima.ae-class | R Documentation |
The yuima.ae
class is used to describe the output of the functions ae
and aeMarginal
.
order
integer. The order of the expansion.
var
character. The state variables.
u.var
character. The variables of the characteristic function.
eps.var
character. The perturbation variable.
characteristic
expression. The characteristic function.
density
expression. The probability density function.
Z0
numeric. The solution to the deterministic process obtained by setting the perturbation to zero.
Mu
numeric. The drift vector for the representation of Z1.
Sigma
matrix. The diffusion matrix for the representation of Z1.
c.gamma
list. The coefficients of the Hermite polynomials.
h.gamma
list. Hermite polynomials.
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