yuima.LevyRM-class {yuima}

yuima.LevyRM: A class for the mathematical description of the t-Student regression model.

Description

A yuima class that contains all information on the regression model with t-student Levy process noise. This class extends yuima-class and contains information on the regressors used in the definition of the model. The regressors are represented by an object of yuima.model-class.

An object of this class can be created by calls of the function setLRM.

Methods

initialize

Initialize method. It makes a copy of each argument.

simulate

simulation method. For more information see simulate.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]