yuima.poisson-class | R Documentation |
The yuima.poisson
class is a class of the yuima package that extends the yuima.model-class
.
drift
:always expression((0))
.
diffusion
:a list of expression((0))
.
hurst
:always h=0.5
, but ignored for this model.
jump.coeff
:set according to scale
in setPoisson
.
measure
:a list containting the intensity measure and the jump distribution.
measure.type
:always "CP"
.
a vector of names identifying the names used to denote the state variable in the drift and diffusion specifications.
parameter
:which is a short name for “parameters”, is an
object of class model.parameter-class
. For more details see
model.parameter-class
documentation page.
state.variable
:identifies the state variables in the R expression.
jump.variable
:identifies the variable for the jump coefficient.
time.variable
:the time variable.
noise.number
:denotes the number of sources of noise.
equation.number
:denotes the dimension of the stochastic differential equation.
dimension
:the dimensions of the parameter given in the
parameter
slot.
solve.variable
:identifies the variable with respect to which the stochastic differential equation has to be solved.
xinit
:contains the initial value of the stochastic differential equation.
J.flag
:wheather jump.coeff include jump.variable.
simulation method. For more information see
simulate
.
Quasi maximum likelihood estimation procedure. For more information see qmle
.
The YUIMA Project Team
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