setLRM

This function returns an object of <code>yuima.LevyRM-class</code>

Simulation and Inference for SDEs and Other Stochastic Processes.

Yuta Koike

yuima

The YUIMA Project Package for SDEs

setLRM function

<dl> <dt>unit_Levy</dt>
<dd>An object of <code>yuima.th-class</code> that describes the t - noise in the regression model.</dd> <dt>yuima_regressors</dt>
<dd>An object of <code>yuima.model-class</code> that represents the regressors.</dd> <dt>LevyRM</dt>
<dd>The label of the output variable. Default <code>'Y'</code>.</dd> <dt>coeff</dt>
<dd>Labels for the regressor coefficients and the scale parameter.</dd> <dt>data</dt>
<dd>An object of <code>yuima.data-class</code> that contains simulated or real data.</dd> <dt>sampling</dt>
<dd>An object of <code>yuima.sampling-class</code>.</dd> <dt>characteristic</dt>
<dd>An object of <code>yuima.characteristic-class</code>.</dd> <dt>functional</dt>
<dd>An object of class <code>yuima.functional-class</code>.</dd> <dt>...</dt>
<dd>Additional arguments. See <code>setYuima</code>.</dd></dl>

Arguments

The YUIMA Project Team
Contacts: Lorenzo Mercuri <a href="/link/lorenzo.mercuri%40unimi.it?package=yuima&version=1.15.34" data-mini-rdoc="yuima::lorenzo.mercuri@unimi.it">lorenzo.mercuri@unimi.it</a>

Author

A Constructor of a t-Student Regression Model — setLRM

<dl>

 <dt>unit_Levy</dt>
<dd>An object of <code>yuima.th-class</code> that describes the t - noise in the regression model.</dd>

 <dt>yuima_regressors</dt>
<dd>An object of <code>yuima.model-class</code> that represents the regressors.</dd>

 <dt>LevyRM</dt>
<dd>The label of the output variable. Default <code>'Y'</code>.</dd>

 <dt>coeff</dt>
<dd>Labels for the regressor coefficients and the scale parameter.</dd>

 <dt>data</dt>
<dd>An object of <code>yuima.data-class</code> that contains simulated or real data.</dd>

 <dt>sampling</dt>
<dd>An object of <code>yuima.sampling-class</code>.</dd>

 <dt>characteristic</dt>
<dd>An object of <code>yuima.characteristic-class</code>.</dd>

 <dt>functional</dt>
<dd>An object of class <code>yuima.functional-class</code>.</dd>

 <dt>...</dt>
<dd>Additional arguments. See <code>setYuima</code>.</dd>

</dl>

The YUIMA Project Team
Contacts: Lorenzo Mercuri <a href='mailto:lorenzo.mercuri@unimi.it'>lorenzo.mercuri@unimi.it</a>

setLRM: A Constructor of a t-Student Regression Model

Description

Usage

Value

Arguments

Author