Additional Methods for LaTeX Representations for Yuima Objects
These methods convert yuima-class, yuima.model-class, yuima.carma-class or yuima.cogarch-class objects to character vectors with LaTeX markup.
## S3 method for class 'yuima' toLatex(object,...) ## S3 method for class 'yuima.model' toLatex(object,...) ## S3 method for class 'yuima.carma' toLatex(object,...) ## S3 method for class 'yuima.cogarch' toLatex(object,...)
object: object of a class yuima, yuima.model or yuima.carma....: currently not used.This method tries to convert a formal description of the model slot of the yuima object into a LaTeX formula. This is just a simple proof of concept and probably further LaTex manipulations for use in papers. Copy and paste of the output of toLatex into a real LaTeX file should do the job.
# dXt = theta*Xt*dt + dWt mod1 <- setModel(drift="theta*y", diffusion=1, solve.variable=c("y")) str(mod1) toLatex(mod1) # A multi-dimensional (correlated) diffusion process. # To describe the following model: # X=(X1,X2,X3); dXt = U(t,Xt)dt + V(t)dWt # For drift coeffcient U <- c("-x1","-2*x2","-t*x3") # For diffusion coefficient of X1 v1 <- function(t) 0.5*sqrt(t) # For diffusion coefficient of X2 v2 <- function(t) sqrt(t) # For diffusion coefficient of X3 v3 <- function(t) 2*sqrt(t) # correlation rho <- function(t) sqrt(1/2) # coefficient matrix for diffusion term V <- matrix( c( "v1(t)", "v2(t) * rho(t)", "v3(t) * rho(t)", "", "v2(t) * sqrt(1-rho(t)^2)", "", "", "", "v3(t) * sqrt(1-rho(t)^2)" ), 3, 3) # Model sde using "setModel" function cor.mod <- setModel(drift = U, diffusion = V, state.variable=c("x1","x2","x3"), solve.variable=c("x1","x2","x3") ) str(cor.mod) toLatex(cor.mod) # A CARMA(p=3,q=1) process. carma1<-setCarma(p=3,q=1,loc.par="c",scale.par="s") str(carma1) toLatex(carma1) # A COGARCH(p=3,q=5) process. cogarch1<-setCogarch(p=3,q=5, measure=list(df=list("rNIG(z, mu00, bu00, 1, 0)")), measure.type="code") str(cogarch1) toLatex(cogarch1)