The YUIMA Project package


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Documentation for package ‘yuima’ version 1.0.2

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A B C D F G I L M N P Q R S T Y

-- A --

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

-- B --

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

-- C --

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

-- D --

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

-- F --

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

-- G --

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

-- I --

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

-- L --

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

-- M --

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

-- N --

noisy.sampling Noisy Observation Generator
noisy.sampling-method Noisy Observation Generator

-- P --

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

-- Q --

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

-- R --

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

-- S --

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

-- T --

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

-- Y --

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