drift
:is an R expression which specifies the drift
coefficient (a vector).
diffusion
:is an R expression which specifies the diffusion
coefficient (a matrix).
hurst
:the Hurst parameter of the gaussian noise. If
h=0.5
, the process is Wiener otherwise it is fractional Brownian
motion with that precise value of the Hurst index. Can be set to NA
for further specification.
jump.coeff
:a matrix of expression
s for the jump
component.
measure
:Levy measure for jump variables.
measure.type
:Type specification for Levy measures.
- 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.
Currently only for the Gaussian part.
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.