yuima (version 1.15.34)

initialize,yuima.ae-method: Constructor for yuima.ae Class

Description

Construct an object of class yuima.ae-class.

Usage

# S4 method for yuima.ae
initialize(
  .Object,
  order,
  var,
  u.var,
  eps.var,
  characteristic,
  Z0,
  Mu,
  Sigma,
  c.gamma,
  verbose
)

Arguments

.Object

an object of class yuima.ae-class.

order

integer. The order of the expansion.

var

character. The state variables.

u.var

character. The variables of the characteristic function.

eps.var

character. The perturbation variable.

characteristic

expression. The characteristic function.

Z0

numeric. The solution to the deterministic process obtained by setting the perturbation to zero.

Mu

numeric. The drift vector for the representation of Z1.

Sigma

matrix. The diffusion matrix for the representation of Z1.

c.gamma

list. The coefficients of the Hermite polynomials.

verbose

logical. Print on progress? Default FALSE.