The YUIMA Project package for SDEs

Documentation for package ‘yuima’ version 1.0.36

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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
CarmaNoise	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
CP.qmle	Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models
CPoint	Volatility structural change point estimator

-- D --

dconst	Fictitious rng for the constant random variable used to generate and describe Poisson jumps.
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	Class for the mathematical description of Compound Poisson processes
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
MWK151	Graybill - Methuselah Walk - PILO - ITRDB CA535

-- 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 Compound Poisson-based and SDE models
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
qmle.CP	Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models
qmleL	Volatility structural change point estimator
qmleR	Volatility structural change point estimator
quasilogl	Calculate quasi-likelihood and ML estimator of least squares estimator

-- R --

rbgamma	Random Number Generators for yuima package
rconst	Fictitious rng for the constant random variable used to generate and describe Poisson jumps.
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)
setPoisson	Basic constructor for Compound Poisson processes
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.CP.qmle-class	Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models
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.poisson-class	Class for the mathematical description of Compound Poisson processes
yuima.qmle-class	Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models
yuima.sampling-class	Classes for stochastic differential equations sampling scheme