setLaw_th function

Constructior of a t-Levy process.

setLaw_th constructs an object of class yuima.th-class.

setLaw_th(h = 1, method = "LAG", up = 7, low = -7, N = 180, 
N_grid = 1000, regular_par = NULL, ...)

Arguments

• h: a numeric object that is the time of the intervals
• method: Method for the inversion of the characteristic function. Three methods are available: cos, LAG, and FFT.
• up: Upper bound for the integration support.
• low: Lower bound for the integration support.
• N: Integration grid.
• N_grid: Number of points in the support.
• regular_par: A scalar for controlling the Gibbs effect for the inversion of the characteristic function
• ...: Additional arguments. See setLaw for more details.

Returns

The function returns an object of class yuima.th-class.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it