The yuima.state_space_model class is a class in the yuima package
for the mathematical description and simulation of state space models.
drift:An R expression specifying the drift coefficient (a vector).
diffusion:An R expression specifying the diffusion coefficient (a matrix).
hurst:The Hurst parameter of the Gaussian noise. If hurst=0.5,
the process is a Wiener process; otherwise, it is fractional Brownian motion
with the specified Hurst index. Can be set to NA for further specification.
jump.coeff:A matrix of R expressions for the jump component.
measure:The Levy measure for jump variables.
measure.type:The type specification for Levy measures.
state.variable:A vector of names identifying the state variables used in the drift and diffusion specifications.
parameter:An object of class model.parameter-class,
representing the model parameters.
For more details, see the model.parameter-class documentation page.
jump.variable:The variable for the jump coefficient.
time.variable:The time variable.
noise.number:The number of sources of noise, currently only for the Gaussian part.
equation.number:The dimension of the stochastic differential equation.
dimension:The dimensions of the parameter given in the parameter slot.
solve.variable:The variable with respect to which the stochastic differential equation is solved.
xinit:The initial value of the stochastic differential equation.
J.flag:Indicates whether jump.coeff includes jump.variable.
is.observed:Indicates whether each state variable is observed (i.e., data is given) or not.
The YUIMA Project Team