BaPreStoPro (version 0.1)

Diffusion-class: S4 class of model informations for diffusion process

Description

Informations of model $dY_t = b(\phi,t,Y_t)dt + \gamma \widetilde{s}(t,Y_t)dW_t$.

Slots

phi

parameter $\phi$

gamma2

parameter $\gamma^2$

b.fun

function $b(\phi,t,y)$

sT.fun

function $\widetilde{s}(t,y)$

prior

list of prior parameters

start

list of starting values for the Metropolis within Gibbs sampler

Examples

parameter <- list(phi = 0.1, gamma2 = 0.01)
b.fun <- function(phi, t, y) phi * y
sT.fun <- function(t, y) y
start <- parameter
prior <- list(m.phi = parameter$phi, v.phi = parameter$phi^2,
   alpha.gamma = 3, beta.gamma = 2*parameter$gamma2)
model <- set.to.class("Diffusion", parameter, prior, start,
  b.fun = b.fun, sT.fun = sT.fun)