Class for the mathematical description of Compound Poisson processes
yuima.poisson class is a class of the yuima package that extends the
a list of
h=0.5, but ignored for this model.
set according to
a list containting the intensity measure and the jump distribution.
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.
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.
simulation method. For more information see
Quasi maximum likelihood estimation procedure. For more information see
The YUIMA Project Team
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