yuima.th-class {yuima} | R Documentation |
yuima.th-class
: A mathematical description for the t-Levy process.
Description
A yuima class that contains all information on the noise for t-Levy process. This class extends yuima.law-class
and contains info on the numerical method used for the inversion of the characteristic function. Three inversion methods are available: cos
, Laguerre
and FFT
.
An object of this class can be created by calls of the function setLaw_th
.
Methods
- rand
signature(object = "yuima.th", n = "numeric", param = "list", ...)
: This method returns a sample of the noise,n
is the sample size.- dens
signature(object = "yuima.th", x = "numeric", param = "list", log = FALSE, ...)
: This method returns the density of the noise,x
is the vector of the support.- cdf
signature(object = "yuima.th", q = "numeric", param = "list", ...)
: This method returns the cdf of the noise,q
is the vector of the support.- quant
signature(object = "yuima.th", p = "numeric", param = "list", ...)
: This method returns the quantile of the noise,p
is the vector of the support.- char
signature(object = "yuima.th", u = "numeric", param = "list", ...)
: This method returns the characteristic function of the noise,u
is the vector of the support.
Author(s)
The YUIMA Project Team
Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it