setLaw_th {yuima}

Constructior of a t-Levy process.

Description

setLaw_th constructs an object of class yuima.th-class.

Usage

setLaw_th(h = 1, method = "LAG", up = 7, low = -7, N = 180, 
N_grid = 1000, regular_par = NULL, ...)

Arguments

h

a numeric object that is the time of the intervals

method

Method for the inversion of the characteristic function. Three methods are available: cos, LAG, and FFT.

up

Upper bound for the integration support.

low

Lower bound for the integration support.

N

Integration grid.

N_grid

Number of points in the support.

regular_par

A scalar for controlling the Gibbs effect for the inversion of the characteristic function

...

Additional arguments. See setLaw for more details.

Value

The function returns an object of class yuima.th-class.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]