toLatex {yuima} | R Documentation |
Additional Methods for LaTeX Representations for Yuima objects
Description
These methods convert yuima-class
,
yuima.model-class
, yuima.carma-class
or yuima.cogarch-class
objects to character vectors with
LaTeX markup.
Usage
## S3 method for class 'yuima'
toLatex(object,...)
## S3 method for class 'yuima.model'
toLatex(object,...)
## S3 method for class 'yuima.carma'
toLatex(object,...)
## S3 method for class 'yuima.cogarch'
toLatex(object,...)
Arguments
object |
object of a class yuima, yuima.model or yuima.carma. |
... |
currently not used. |
Details
This method tries to convert a formal description of the model slot
of the yuima object into a LaTeX formula.
This is just a simple proof of concept and probably further LaTex
manipulations for use in papers.
Copy and paste of the output of toLatex
into a real LaTeX file
should do the job.
Examples
# dXt = theta*Xt*dt + dWt
mod1 <- setModel(drift="theta*y", diffusion=1, solve.variable=c("y"))
str(mod1)
toLatex(mod1)
# A multi-dimensional (correlated) diffusion process.
# To describe the following model:
# X=(X1,X2,X3); dXt = U(t,Xt)dt + V(t)dWt
# For drift coeffcient
U <- c("-x1","-2*x2","-t*x3")
# For diffusion coefficient of X1
v1 <- function(t) 0.5*sqrt(t)
# For diffusion coefficient of X2
v2 <- function(t) sqrt(t)
# For diffusion coefficient of X3
v3 <- function(t) 2*sqrt(t)
# correlation
rho <- function(t) sqrt(1/2)
# coefficient matrix for diffusion term
V <- matrix( c( "v1(t)",
"v2(t) * rho(t)",
"v3(t) * rho(t)",
"",
"v2(t) * sqrt(1-rho(t)^2)",
"",
"",
"",
"v3(t) * sqrt(1-rho(t)^2)"
), 3, 3)
# Model sde using "setModel" function
cor.mod <- setModel(drift = U, diffusion = V,
state.variable=c("x1","x2","x3"),
solve.variable=c("x1","x2","x3") )
str(cor.mod)
toLatex(cor.mod)
# A CARMA(p=3,q=1) process.
carma1<-setCarma(p=3,q=1,loc.par="c",scale.par="s")
str(carma1)
toLatex(carma1)
# A COGARCH(p=3,q=5) process.
cogarch1<-setCogarch(p=3,q=5,
measure=list(df=list("rNIG(z, mu00, bu00, 1, 0)")),
measure.type="code")
str(cogarch1)
toLatex(cogarch1)
[Package yuima version 1.15.27 Index]