yuima (version 1.1.6)

setData: Set and access data of an object of type "yuima.data" or "yuima".

Description

setData constructs an object of yuima.data-class.

get.zoo.data returns the content of the zoo.data slot of a yuima.data-class object. (Note: value is a list of zoo objects).

plot plot method for object of yuima.data-class or yuima-class.

dim returns the dim of the zoo.data slot of a yuima.data-class object.

length returns the length of the time series in zoo.data slot of a yuima.data-class object. cbind.yuima bind yuima.data object.

Usage

setData(original.data, delta=NULL) get.zoo.data(x)

Arguments

original.data

some type of data, usually some sort of time series. The function always tries to convert to the input data into an object of zoo-type. See Details.

x

an object of type yuima.data-class or yuima-class.

delta

If there is the need to redefine on the fly the delta increment of the data to make it consistent to statistical theory. See Details.

Value

Details

Objects in the yuima.data-class contain two slots:

The function get.zoo.data returns the content of the slot zoo.data of x if x is of yuima.data-class or the content of x@[e-mail] if x is of yuima-class.

Examples

X <- ts(matrix(rnorm(200),100,2))
mydata <- setData(X)
str(get.zoo.data(mydata))
dim(mydata)
length(mydata)
plot(mydata)

# exactly the same output
mysde <- setYuima(data=setData(X))
str(get.zoo.data(mysde))
plot(mysde)
dim(mysde)
length(mysde)

# changing delta on the fly to 1/252
mysde2 <- setYuima(data=setData(X, delta=1/252))
str(get.zoo.data(mysde2))
plot(mysde2)
dim(mysde2)
length(mysde2)