Classes for the mathematical description of stochastic differential equations
yuima.model class is a class of the yuima package.
is an R expression which specifies the drift coefficient (a vector).
is an R expression which specifies the diffusion coefficient (a matrix).
the Hurst parameter of the gaussian noise. If
h=0.5, the process is Wiener otherwise it is fractional Brownian motion with that precise value of the Hurst index. Can be set to
NAfor further specification.
a matrix of
expressions for the jump component.
Levy measure for jump variables.
Type specification for Levy measures.
a vector of names identifying the names used to denote the state variable in the drift and diffusion specifications.
which is a short name for “parameters”, is an object of class
model.parameter-class. For more details see
identifies the state variables in the R expression.
identifies the variable for the jump coefficient.
the time variable.
denotes the number of sources of noise. Currently only for the Gaussian part.
denotes the dimension of the stochastic differential equation.
the dimensions of the parameter given in the
identifies the variable with respect to which the stochastic differential equation has to be solved.
contains the initial value of the stochastic differential equation.
wheather jump.coeff include jump.variable.
The YUIMA Project Team
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