The yuima.Integral class is a class of the yuima package that extends the yuima-class it represents a integral of a stochastic process
zt = int^{t}_0 h(theta, Xs, s) dXs
In the following we report the the additional slots of an object of class yuima.Integral with respect to the yuima-class:
Integral:It is an object of class Integral.sde and it is composed by the following slots:
param.Integral:it is an object of class param.Integral and it is composed by the following slots:
allparam:labels of all parameters (model and integral).
common:common parameters.
Integrandparam:labels of all parameters only in the integral.
variable.Integral:it is an object of class variable.Integral and it is composed by the following slots:
var.dx:integral variable.
lower.var:lower bound of support.
upper.var:upper bound of support.
out.var:labels of output.
var.time:label of time.
Integrand:it is an object of class variable.Integral and it is composed by the following slots:
IntegrandList:It is a list that contains the components of integrand h(theta, Xs, s).
dimIntegrand:a numeric object that is the dimensions of the output.
simulation method. For more information see
simulate.