Generates a new observation data contaminated by noise.
● Data Source:
CranContrib
● Keywords: ts
● Alias: noisy.sampling
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yuima.characteristic-class
(Package: yuima) :
Classe for stochastic differential equations characteristic scheme
The yuima.characteristic class is a class of the yuima package.
● Data Source:
CranContrib
● Keywords: classes
● Alias: initialize,yuima.characteristic-method, yuima.characteristic-class
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yuima.functional-class
(Package: yuima) :
Classes for stochastic differential equations data object
The yuima.functional class is a class of the yuima package.
● Data Source:
CranContrib
● Keywords: classes
● Alias: yuima.functional-class
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model.parameter-class
(Package: yuima) :
Class for the parameter description of stochastic differential equations
The model.parameter-class is a class of the yuima package.
● Data Source:
CranContrib
● Keywords: classes
● Alias: model.parameter-class
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Estimates the drift of a fractional Ornstein-Uhlenbeck and, if necessary, also the Hurst and diffusion parameters.
● Data Source:
CranContrib
● Keywords: ts
● Alias: mmfrac
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phi.test
(Package: yuima) :
Phi-divergence test statistic for stochastic differential equations
Phi-divergence test statistic for stochastic differential equations.
● Data Source:
CranContrib
● Keywords: ts
● Alias: phi.test
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yuima.Integral-class
(Package: yuima) :
Class for the mathematical description of integral of a stochastic process
The yuima.Integral class is a class of the yuima package that extends the yuima-class it represents a integral of a stochastic process
● Data Source:
CranContrib
● Keywords:
● Alias: yuima.Integral, yuima.Integral-class
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'setCarma' describes the following model:
● Data Source:
CranContrib
● Keywords: ts
● Alias: Carma, setCarma
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CarmaNoise
(Package: yuima) :
Estimation for the underlying Levy in a carma model
Retrieve the increment of the underlying Levy for the carma(p,q) process using the approach developed in Brockwell et al.(2011)
● Data Source:
CranContrib
● Keywords: ts
● Alias: Carma.Recovering, CarmaNoise, CarmaRecovNoise, Levy.Carma, Recovering.Noise
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simulate
(Package: yuima) :
Simulator function for multi-dimensional stochastic processes
Simulate multi-dimensional stochastic processes.
● Data Source:
CranContrib
● Keywords: ts
● Alias: simulate
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