Last data update: 2014.03.03
Data Source
Data Type
Classification
Cran Task View
BiocViews
SMO (statistical methods ontology)
Results 1 - 10 of 64 found.[1]
<
1 2
3
4
5
6
7
>
[7]
1
2
3
4
5
6
7
Sort:
-
Package Name ↑
Package Name ↓
Rd File Name ↑
Rd File Name ↓
Images
Integral.sde
(Package: yuima ) :
Class for the mathematical description of integral of a stochastic process
yuima.Integral. see the documentation of yuima.Integral for more details.
● Data Source:
CranContrib
setYuima constructs an object of yuima-class.
● Data Source:
CranContrib
The function check the statistical properties of the COGARCH(p,q) model. We verify if the process has a strict positive stationary variance model.
● Data Source:
CranContrib
setSampling is a constructor for yuima.sampling-class.
● Data Source:
CranContrib
simFunctional
(Package: yuima ) :
Calculate the value of functional
● Data Source:
CranContrib
rng
(Package: yuima ) :
Random numbers and densities
simulate function can use the specific random number generators to generate Levy paths.
● Data Source:
CranContrib
setCharacteristic is a constructor for characteristic class.
● Data Source:
CranContrib
Detecting the lead-lag parameters of discretely observed processes by picking time shifts at which the Hayashi-Yoshida cross-correlation functions exceed thresholds, which are constructed based on the asymptotic theory of Hayashi and Yoshida (2011).
● Data Source:
CranContrib
cogarch.est.incr-class
(Package: yuima ) :
Class for Estimation of COGARCH(p,q) model with underlying increments
cogarch.est.incr class is a class of the yuima package that extends the cogarch.est-class and is filled by the function gmm or qmle.
● Data Source:
CranContrib
param.Output-class
(Package: yuima ) :
Class for information about Map/Operators
yuima.Output. see the documentation of yuima.Output for more details.
● Data Source:
CranContrib
providing 
.