yuima.th-class function

yuima.th-class: A Mathematical Description for the t-Levy Process

A yuima class that contains all information on the noise for t-Levy process. This class extends yuima.law-class and contains info on the numerical method used for the inversion of the characteristic function. Three inversion methods are available: cos, Laguerre and FFT.

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

Methods

• rand: signature(object = "yuima.th", n = "numeric", param = "list", ...): This method returns a sample of the noise, n is the sample size.
• dens: signature(object = "yuima.th", x = "numeric", param = "list", log =FALSE, ...): This method returns the density of the noise, x is the vector of the support.
• cdf: signature(object = "yuima.th", q = "numeric", param = "list", ...): This method returns the cdf of the noise, q is the vector of the support.
• quant: signature(object = "yuima.th", p = "numeric", param = "list", ...): This method returns the quantile of the noise, p is the vector of the support.
• char: signature(object = "yuima.th", u = "numeric", param = "list", ...): This method returns the characteristic function of the noise, u is the vector of the support.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it