setYuima {yuima} | R Documentation |
Creates a "yuima" object by combining "model", "data", "sampling", "characteristic" and "functional"slots.
Description
setYuima
constructs an object of yuima-class
.
Usage
setYuima(data, model, sampling, characteristic, functional)
Arguments
data |
an object of |
model |
an object of |
sampling |
an object of |
characteristic |
an object of |
functional |
an object of class |
Details
The yuima-class
object is the main object of the yuima package.
Some of the slots can be missing.
The slot data
contains the data, either empirical or simulated.
The slot model
contains the description of the
(statistical) model which is used to generate the data
via different
simulation schemes, to draw inference from the data
or both.
The sampling
slot contains information on how the data
have been
collected or how they should be simulated.
The slot characteristic
contains information on PLEASE FINISH THIS
.
The slot functional
contains information on PLEASE FINISH THIS
.
Please refer to the vignettes and the examples in the yuimadocs package for more informations.
Value
an object of yuima-class
.
Author(s)
The YUIMA Project Team
Examples
# Creation of a yuima object with all slots for a
# stochastic differential equation
# dXt^e = -theta2 * Xt^e * dt + theta1 * dWt
diffusion <- matrix(c("theta1"), 1, 1)
drift <- c("-1*theta2*x")
ymodel <- setModel(drift=drift, diffusion=diffusion)
n <- 100
ysamp <- setSampling(Terminal=1, n=n)
yuima <- setYuima(model=ymodel, sampling=ysamp)
str(yuima)