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yuima (version 1.0.81)

model.parameter-class: Class for the parameter description of stochastic differential equations

Description

The model.parameter-class is a class of the yuima package.

Arguments

Details

The model.parameter-class object cannot be directly specified by the user but it is constructed when the yuima.model-class object is constructed via setModel. All the terms which are not in the list of solution, state, time, jump variables are considered as parameters. These parameters are identified in the different components of the model (drift, diffusion and jump part). This information is later used to draw inference jointly or separately for the different parameters depending on the model in hands.