setMap function

Map of a Stochastic Differential Equation

'setMap' is the constructor of an object of class yuima.Map that describes a map of a SDE

setMap(func, yuima, out.var = "", nrow = 1, ncol = 1)

Arguments

• func: a matrix or a vector of strings that describe each component of the map.
• yuima: an object of class yuima.model that is the SDE.
• out.var: label for the output
• nrow: dimension of Map if func is a vector of string.
• ncol: dimension of output if func is a vector of string.

Returns

The constructor returns an object of class yuima.Map.

References

Yuima Documentation

Author(s)

The YUIMA Project Team

Examples

## Not run:

# Definition of a yuima model
mod <- setModel(drift=c("a1", "a2"),
  diffusion = matrix(c("s1","0","0","s2"),2,2),
  solve.variable = c("X","Y"))

# Definition of a map
my.Map <- matrix(c("(X+Y)","-X-Y",
  "a*exp(X-a1*t)","b*exp(Y-a2*t)"),
  nrow=2,ncol=2)

# Construction of yuima.Map

yuimaMap <- setMap(func = my.Map, yuima = mod,
  out.var = c("f11","f21","f12","f22"))

# Simulation of a Map

set.seed(123)
samp <- setSampling(0, 100,n = 1000)
mypar <- list(a=1, b=1, s1=0.1, s2=0.2, a1=0.1, a2=0.1)
sim1 <- simulate(object = yuimaMap, true.parameter = mypar,
  sampling = samp)

# plot

plot(sim1, ylab = yuimaMap@Output@param@out.var,
  main = "simulation Map", cex.main = 0.8)
## End(Not run)