yuima (version 1.1.6)

setMap: Map of a Stochastic Differential Equation

Description

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

Usage

setMap(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

yuima.Output.

References

Yuima Documentation

Examples

## Not run: 
# # 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 <- setMap(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)
# 
# ## End(Not run)