yuima.qmleLevy.incr-class function

Class for Quasi Maximum Likelihood Estimation of Levy SDE model

The yuima.qmleLevy.incr-class is a class of the yuima package that extends the mle-class of the stats4 package. class

Slots

• Incr.Lev:: is an object of class yuima.data-class that contains the estimated increments of the noise.
• logL.Incr:: an numeric object that represents the value of the loglikelihood for the estimated Levy increments.
• minusloglLevy:: an R function that evaluates the loglikelihood of the estimated Levy increments. The function is used internally in qmleLevy for the estimation of the Levy measure parameters.
• Levydetails:: a list containing additional information about the optimization procedure in the estimation of the Levy measure parameters. See optim help for the meaning of the components of this list.
• Data:: is an object of yuima.data-class containing observation data.
• model:: is an object of of yuima.carma-class.
• call:: is an object of class language.
• coef:: is an object of class numeric that contains estimated parameters.
• fullcoef:: is an object of class numeric that contains estimated and fixed parameters.
• vcov:: is an object of class matrix.
• min:: is an object of class numeric.
• minuslogl:: is an object of class function.
• nobs:: an object of class numeric.
• method:: is an object of class character.

Methods

• Methods mle: All methods for mle-class are available.

Author(s)

The YUIMA Project Team