yuima.sampling-class function

Classes for stochastic differential equations sampling scheme

The yuima.sampling class is a class of the yuima package. class

Slots

• Initial:: initial time of the grid.
• Terminal:: terminal time fo the grid.
• n:: the number of observations - 1.
• delta:: in case of a regular grid is the mesh.
• grid:: the grid of times.
• random:: either FALSE or the distribution of the random times.
• regular:: indicator of whether the grid is regular or not. For internal use only.
• sdelta:: in case of a regular space grid it is the mesh.
• sgrid:: the grid in space.
• oindex:: in case of interpolation, a vector of indexes corresponding to the original observations used for the approximation.
• interpolation:: the name of the interpolation method used.

Details

This object is created by setSampling or as a result of a simulation scheme by the simulate function or after subsampling via the function subsampling.

Author(s)

The YUIMA Project Team