Last data update: 2014.03.03
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R: Class for the mathematical description of integral of a...
yuima.Integral-class | R Documentation |
Class for the mathematical description of integral of a stochastic process
Description
The yuima.Integral class is a class of the yuima package that extends the yuima-class it represents a integral of a stochastic process
zt = int^{t}_0 h(theta, Xs, s) dXs
Slots
In the following we report the the additional slots of an object of class yuima.Integral with respect to the yuima-class :
Integral :It is an object of class Integral.sde and it is composed by the following slots:
param.Integral :it is an object of class param.Integral and it is composed by the following slots:
allparam :labels of all parameters (model and integral).
common :common parameters.
Integrandparam :labels of all parameters only in the integral.
variable.Integral :it is an object of class variable.Integral and it is composed by the following slots:
var.dx :integral variable.
lower.var :lower bound of support.
upper.var :upper bound of support.
out.var :labels of output.
var.time :label of time.
Integrand :it is an object of class variable.Integral and it is composed by the following slots:
IntegrandList :It is a list that contains the components of integrand h(theta, Xs, s) .
dimIntegrand :a numeric object that is the dimensions of the output.
Methods
- simulate
simulation method. For more information see
simulate .
Results
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