yuima.LevyRM-class function

yuima.LevyRM: A class for the mathematical description of the t-Student regression model.

A yuima class that contains all information on the regression model with t-student Levy process noise. This class extends yuima-class and contains information on the regressors used in the definition of the model. The regressors are represented by an object of yuima.model-class.

An object of this class can be created by calls of the function setLRM. class

Methods

• initialize: Initialize method. It makes a copy of each argument.
• simulate: simulation method. For more information see simulate.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it