FromCF2yuima_law

This function returns an object of <code>yuima.law-class</code> and requires the characteristic function as the only input. Density, Random Number Generator, Cumulative Distribution Function and quantile function are internally constructed

Simulation and Inference for SDEs and Other Stochastic Processes.

Stefano M. Iacus

yuima

The YUIMA Project Package for SDEs

FromCF2yuima_law function

<dl> <dt>myfun</dt>
<dd>A <code>string</code> that is the name of the characteristic function defined by Users.</dd> <dt>time.names</dt>
<dd>Label of time.</dd> <dt>var_char</dt>
<dd>Argument of the characteristic function.</dd> <dt>up</dt>
<dd>Upper bound for the internal integration.</dd> <dt>low</dt>
<dd>Lower bound for the internal integration.</dd> <dt>N_grid</dt>
<dd>Observation grid.</dd> <dt>N_Fourier</dt>
<dd>Number of points for the Fourier Inversion.</dd></dl>

Arguments

The YUIMA Project Team
Contacts: Lorenzo Mercuri <a href="/link/lorenzo.mercuri%40unimi.it?package=yuima&version=1.15.27" data-mini-rdoc="yuima::lorenzo.mercuri@unimi.it">lorenzo.mercuri@unimi.it</a>

Author

From a Characteristic Function to an  yuima.law-object. — FromCF2yuima_law

<dl>

 <dt>myfun</dt>
<dd>A <code>string</code> that is the name of the characteristic function defined by Users.</dd>

 <dt>time.names</dt>
<dd>Label of time.</dd>

 <dt>var_char</dt>
<dd>Argument of the characteristic function.</dd>

 <dt>up</dt>
<dd>Upper bound for the internal integration.</dd>

 <dt>low</dt>
<dd>Lower bound for the internal integration.</dd>

 <dt>N_grid</dt>
<dd>Observation grid.</dd>

 <dt>N_Fourier</dt>
<dd>Number of points for the Fourier Inversion.</dd>

</dl>

The YUIMA Project Team
Contacts: Lorenzo Mercuri <a href='mailto:lorenzo.mercuri@unimi.it'>lorenzo.mercuri@unimi.it</a>

FromCF2yuima_law: From a Characteristic Function to an `yuima.law-object`.

Description

Usage

Value

Arguments

Author

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