setLRM function

A Constructor of a t-Student Regression Model

This function returns an object of yuima.LevyRM-class

setLRM(unit_Levy, yuima_regressors, LevyRM = "Y", coeff = c("mu", "sigma0"), 
data = NULL, sampling = NULL, characteristic = NULL, functional = NULL, ...)

Arguments

• unit_Levy: An object of yuima.th-class that describes the t - noise in the regression model.
• yuima_regressors: An object of yuima.model-class that represents the regressors.
• LevyRM: The label of the output variable. Default 'Y'.
• coeff: Labels for the regressor coefficients and the scale parameter.
• data: An object of yuima.data-class that contains simulated or real data.
• sampling: An object of yuima.sampling-class.
• characteristic: An object of yuima.characteristic-class.
• functional: An object of class yuima.functional-class.
• ...: Additional arguments. See setYuima.

Returns

An object of yuima.LevyRM-class.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it