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yuima (version 1.15.27)

yuima.LevyRM-class: yuima.LevyRM: A class for the mathematical description of the t-Student regression model.

Description

A yuima class that contains all information on the regression model with t-student Levy process noise. This class extends yuima-class and contains information on the regressors used in the definition of the model. The regressors are represented by an object of yuima.model-class.

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

Arguments

Methods

initialize

Initialize method. It makes a copy of each argument.

simulate

simulation method. For more information see simulate.

Author

The YUIMA Project Team

Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it