yuima (version 1.0.81)

setMaps: Maps of a Stochastic Differential Equation

Description

'setMaps' is the constructor of an object of class yuima.Output that describes a map of a SDE

Usage

setMaps(func, yuima, out.var = "", nrow = 1, ncol = 1)

Arguments

func

a matrix or a vector of strings that describe each component of the map.

yuima

an object of class yuima.model that is the SDE.

out.var

label for the output

nrow

dimension of output if func is a vector of string.

ncol

dimension of output if func is a vector of string.

Value

• The constructor returns an object of class yuima.Output.

References

Yuima Documentation

Examples

# Definition of a yuima model
mod <- setModel(drift=c("a1", "a2"),
  diffusion = matrix(c("s1","0","0","s2"),2,2),
  solve.variable = c("X","Y"))

# Definition of a map
my.Map <- matrix(c("(X+Y)","-X-Y",
  "a*exp(X-a1*t)","b*exp(Y-a2*t)"),
  nrow=2,ncol=2)

# Construction of yuima.Output

yuimaMap <- setMaps(func = my.Map, yuima = mod,
  out.var = c("f11","f21","f12","f22"))

# Simulation of a Map

set.seed(123)
samp <- setSampling(0, 100,n = 1000)
mypar <- list(a=1, b=1, s1=0.1, s2=0.2, a1=0.1, a2=0.1)
sim1 <- simulate(object = yuimaMap, true.parameter = mypar,
  sampling = samp)

# plot

plot(sim1, ylab = yuimaMap@Output@[e-mail],
  main = "simulation Map", cex.main = 0.8)