yuima.Map-class function

Class for the mathematical description of function of a stochastic process

Class for the mathematical description of function of a stochastic process

The yuima.Map class is a class of the yuima package that extends the yuima-class it represents a map of a stochastic process

zt = g(theta, Xt, t) : R^{q x d x 1} -> R^{l1 x l2 x ...}

or an operator between two independent stochasic process:

zt = h(theta, Xt, Yt, t)

where Xt and Yt are object of class yuima.model-class or yuima-class with the same dimension. class

Slots

Here we report the additional slots of an object of class yuima.Map with respect to the yuima-class:

  • Output:: It is an object of class info.Map and it is composed by the following slots:

     - **`formula`:**: It is a `vector` that contains the components of map `g(theta, Xt, t)` or the operator `h(theta, Xt, Yt, t)`
     - **`dimension`:**: a `numeric` object that is the dimensions of the Map.
     - **`type`:**: If `type = "Maps"`, the Map is a map of stochastic process, If `type = "Operator"`, the result is an operator between two independent stochastic process
     - **`param`**: it is an object of class `param.Map` and it is composed by the following slots:
            
            - **`out.var`:**: labels for Map.
            - **`allparam`:**: labels of all parameters (model and map/operators).
            - **`allparamMap`:**: labels of map/operator parameters.
            - **`common`:**: common parameters.
            - **`Input.var`:**: labels for inputs.
            - **`time.var`:**: label for time variable.
    

Methods

  • simulate: simulation method. For more information see simulate.

Author(s)

The YUIMA Project Team

  • Maintainer: Stefano M. Iacus
  • License: GPL-2
  • Last published: 2024-02-29