yuima.cogarch-class | R Documentation |
The yuima.cogarch
class is a class of the yuima package that extends the yuima.model-class
.
Objects can be created by calls of the function setCogarch
.
info
:is an cogarch.info-class
object that describes the structure of the Cogarch(p,q) model.
drift
:is an R expression which specifies the drift coefficient (a vector).
diffusion
:is an R expression which specifies the diffusion coefficient (a matrix).
hurst
:the Hurst parameter of the gaussian noise.
jump.coeff
:a vector of "expressions"
for the jump component.
measure
:Levy measure for the jump component.
measure.type
:Type of specification for Levy measure
parameter
:is an object of class model.parameter-class
.
state.variable
:the state variable.
jump.variable
:the jump variable.
time.variable
:the time variable.
noise.number
:Object of class "numeric"
equation.number
:dimension of the stochastic differential equation.
dimension
:number of parameters.
solve.variable
:the solve variable
xinit
:Object of class "expression"
that contains the starting function for the SDE.
J.flag
:wheather jump.coeff include jump.variable.
Class "yuima.model"
, directly.
simulation method. For more information see simulate
This method converts an object of yuima.cogarch-class
to character vectors with LaTeX markup.
Quasi maximum likelihood estimation procedure. For more information see qmle
.
The YUIMA Project Team
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