# Class for the mathematical description of Compound Poisson processes

### Description

The `yuima.poisson`

class is a class of the yuima package that extends the `yuima.model-class`

.

### Slots

`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"`

.- state.variable
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.

### Methods

- simulate
simulation method. For more information see

`simulate`

.

- qmle
Quasi maximum likelihood estimation procedure. For more information see

`qmle`

.

### Author(s)

The YUIMA Project Team