A B C D F G I L M N P Q R S T Y
adaBayes | Adaptive Bayes estimator for the parameters in sde model |
adaBayes-method | Adaptive Bayes estimator for the parameters in sde model |
asymptotic_term | asymptotic expansion of the expected value of the functional |
asymptotic_term-method | asymptotic expansion of the expected value of the functional |
bns.test | Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation |
bns.test-method | Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation |
CARMA | Continuous Autoregressive Moving Average (p, q) model |
Carma | Continuous Autoregressive Moving Average (p, q) model |
carma.info-class | Class for information about CARMA(p,q) model |
carma.qmle | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
Carma.Recovering | Estimation for the underlying Levy in a carma model |
CarmaRecovNoise | Estimation for the underlying Levy in a carma model |
cbind.yuima | Set and access data of an object of type "yuima.data" or "yuima". |
cbind.yuima-method | Class for stochastic differential equations |
cbind.yuima-method | Class "yuima.data" for the data slot of a "yuima" class object |
cce | Nonsynchronous Cumulative Covariance Estimator |
cce-method | Nonsynchronous Cumulative Covariance Estimator |
cce-method | Class for stochastic differential equations |
cce-method | Class "yuima.data" for the data slot of a "yuima" class object |
CPoint | Adaptive LASSO estimation for stochastic differential equations |
dim | Set and access data of an object of type "yuima.data" or "yuima". |
dim-method | Class for stochastic differential equations |
dim-method | Class "yuima.data" for the data slot of a "yuima" class object |
F0 | Calculate the value of functional |
F0-method | Calculate the value of functional |
Fnorm | Calculate the value of functional |
Fnorm-method | Calculate the value of functional |
get.zoo.data | Set and access data of an object of type "yuima.data" or "yuima". |
get.zoo.data-method | Class for stochastic differential equations |
get.zoo.data-method | Class "yuima.data" for the data slot of a "yuima" class object |
gete | Description of a functional associated with a perturbed stochastic differential equation |
gete-method | Classes for stochastic differential equations data object |
getF | Description of a functional associated with a perturbed stochastic differential equation |
getf | Description of a functional associated with a perturbed stochastic differential equation |
getF-method | Classes for stochastic differential equations data object |
getf-method | Classes for stochastic differential equations data object |
getxinit | Description of a functional associated with a perturbed stochastic differential equation |
getxinit-method | Classes for stochastic differential equations data object |
initialize-method | Class for stochastic differential equations |
initialize-method | Class for the mathematical description of CARMA(p,q) model |
initialize-method | Classe for stochastic differential equations characteristic scheme |
initialize-method | Class "yuima.data" for the data slot of a "yuima" class object |
initialize-method | Classes for stochastic differential equations data object |
initialize-method | Classes for the mathematical description of stochastic differential equations |
initialize-method | Classes for stochastic differential equations sampling scheme |
lasso | Adaptive LASSO estimation for stochastic differential equations |
length | Set and access data of an object of type "yuima.data" or "yuima". |
length-method | Class for stochastic differential equations |
length-method | Class "yuima.data" for the data slot of a "yuima" class object |
Levy.Carma | Estimation for the underlying Levy in a carma model |
limiting.gamma | calculate the value of limiting covariance matrices : Gamma |
limiting.gamma-method | Class for stochastic differential equations |
limiting.gamma-method | Class for the mathematical description of CARMA(p,q) model |
limiting.gamma-method | Classes for the mathematical description of stochastic differential equations |
llag | Lead Lag Estimator |
llag-method | Lead Lag Estimator |
llag-method | Class for stochastic differential equations |
llag-method | Class "yuima.data" for the data slot of a "yuima" class object |
lse | Calculate quasi-likelihood and ML estimator of least squares estimator |
LSE-method | Class for stochastic differential equations |
ml.ql-method | Class for stochastic differential equations |
mmfrac | mmfrac |
model.parameter-class | Class for the parameter description of stochastic differential equations |
mpv | Realized Multipower Variation |
mpv-method | Realized Multipower Variation |
noisy.sampling | Noisy Observation Generator |
noisy.sampling-method | Noisy Observation Generator |
phi.test | Phi-divergence test statistic for stochastic differential equations |
plot-method | Class for stochastic differential equations |
plot-method | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
plot-method | Class "yuima.data" for the data slot of a "yuima" class object |
poisson.random.sampling | Poisson random sampling method |
poisson.random.sampling-method | Class for stochastic differential equations |
poisson.random.sampling-method | Class "yuima.data" for the data slot of a "yuima" class object |
qgv | qgv |
ql-method | Class for stochastic differential equations |
qmle | Calculate quasi-likelihood and ML estimator of least squares estimator |
qmle.carma | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
qmleL | Adaptive LASSO estimation for stochastic differential equations |
qmleR | Adaptive LASSO estimation for stochastic differential equations |
quasilogl | Calculate quasi-likelihood and ML estimator of least squares estimator |
rbgamma | Random Number Generators for yuima package |
Recovering.Noise | Estimation for the underlying Levy in a carma model |
rIG | Random Number Generators for yuima package |
rng | Random Number Generators for yuima package |
rngamma | Random Number Generators for yuima package |
rNIG | Random Number Generators for yuima package |
rql | Calculate quasi-likelihood and ML estimator of least squares estimator |
rql-method | Class for stochastic differential equations |
rstable | Random Number Generators for yuima package |
setCarma | Continuous Autoregressive Moving Average (p, q) model |
setCharacteristic | Set characteristic information and create a 'characteristic' object. |
setData | Set and access data of an object of type "yuima.data" or "yuima". |
setFunctional | Description of a functional associated with a perturbed stochastic differential equation |
setFunctional-method | Description of a functional associated with a perturbed stochastic differential equation |
setModel | Basic description of stochastic differential equations (SDE) |
setSampling | Set sampling information and create a 'sampling' object. |
setYuima | Creates a "yuima" object by combining "model", "data", "sampling", "characteristic" and "functional"slots. |
simFunctional | Calculate the value of functional |
simFunctional-method | Calculate the value of functional |
simulate | Simulator function for multi-dimensional stochastic processes |
simulate-method | Class for stochastic differential equations |
simulate-method | Class for the mathematical description of CARMA(p,q) model |
simulate-method | Classes for the mathematical description of stochastic differential equations |
subsampling | subsampling |
subsampling-method | Class for stochastic differential equations |
subsampling-method | Class "yuima.data" for the data slot of a "yuima" class object |
toLatex | Additional Methods for LaTeX Representations for Yuima objects |
toLatex.yuima | Additional Methods for LaTeX Representations for Yuima objects |
toLatex.yuima.carma | Additional Methods for LaTeX Representations for Yuima objects |
toLatex.yuima.model | Additional Methods for LaTeX Representations for Yuima objects |
yuima-class | Class for stochastic differential equations |
yuima.carma-class | Class for the mathematical description of CARMA(p,q) model |
yuima.carma.qmle-class | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
yuima.characteristic-class | Classe for stochastic differential equations characteristic scheme |
yuima.data-class | Class "yuima.data" for the data slot of a "yuima" class object |
yuima.functional-class | Classes for stochastic differential equations data object |
yuima.model-class | Classes for the mathematical description of stochastic differential equations |
yuima.sampling-class | Classes for stochastic differential equations sampling scheme |