setLRM {yuima}

A constructor of a t-Student Regression Model.

Description

This function returns an object of yuima.LevyRM-class

Usage

setLRM(unit_Levy, yuima_regressors, LevyRM = "Y", coeff = c("mu", "sigma0"), 
data = NULL, sampling = NULL, characteristic = NULL, functional = NULL, ...)

Arguments

unit_Levy

An object of yuima.th-class that describes the t - noise in the regression model.

yuima_regressors

An object of yuima.model-class that represents the regressors.

LevyRM

The label of the output variable. Default 'Y'.

coeff

Labels for the regressor coefficients and the scale parameter.

data

An object of yuima.data-class that contains simulated or real data.

sampling

An object of yuima.sampling-class.

characteristic

An object of yuima.characteristic-class.

functional

An object of class yuima.functional-class.

...

Additional arguments. See setYuima.

Value

An object of yuima.LevyRM-class.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]