| Adaptive Bayes Estimator for the Parameters in SDE Model | adaBayes adaBayes,yuima-method |
| Asymptotic Expansion | ae |
| Asymptotic Expansion - Characteristic Function | aeCharacteristic |
| Asymptotic Expansion - Density | aeDensity |
| Asymptotic Expansion - Functionals | aeExpectation |
| Asymptotic Expansion - Kurtosis | aeKurtosis |
| Asymptotic Expansion - Marginals | aeMarginal |
| Asymptotic Expansion - Mean | aeMean |
| Asymptotic Expansion - Moments | aeMoment |
| Asymptotic Expansion - Standard Deviation | aeSd |
| Asymptotic Expansion - Skewness | aeSkewness |
| Asymptotic Expansion of the Expected Value of the Functional | asymptotic_term asymptotic_term,yuima-method |
| Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation | bns.test bns.test,list-method bns.test,yuima-method bns.test,yuima.data-method |
| Class for Information about CARMA(p,q) Model | carma.info-class |
| Class for Information on the Hawkes Process with a CARMA(p,q) Intensity | carmaHawkes.info-class |
| Estimation for the Underlying Levy in a Carma Model | Carma.Recovering CarmaNoise CarmaRecovNoise Levy.Carma Recovering.Noise |
| Nonsynchronous Cumulative Covariance Estimator | cce |
| High-Dimensional Cumulative Covariance Estimator by Factor Modeling and Regularization | cce.factor |
| Class for Quasi Maximum Likelihood Estimation of Point Process Regression Models | PPR.qmle qmle.PPR yuima.PPR.qmle,ANY-method yuima.PPR.qmle-class |
| Class for Generalized Method of Moments Estimation for COGARCH(p,q) Model | cogarch.est-class plot,cogarch.est.,ANY-method |
| Class for Estimation of COGARCH(p,q) Model with Underlying Increments | cogarch.est.incr-class est.cogarch.incr-class plot,cogarch.est.incr,ANY-method simulate,cogarch.est.incr-method |
| Class for Information about COGARCH(p,q) | cogarch.info-class |
| Estimation for the Underlying Levy in a COGARCH(p,q) Model | cogarch.Recovering cogarchNoise CogarchRecovNoise Levy.cogarch Recovering.Noise.cogarch |
| Volatility Structural Change Point Estimator | CPoint qmleL qmleR |
| From 'zoo' Data to 'yuima.PPR' | DataPPR |
| Diagnostic Carma Model | Diagnostic.Carma |
| Function for Checking the Statistical Properties of the COGARCH(p,q) Model | Diagnostic.Cogarch |
| Estimation of the t-Levy Regression Model | Estimation of t-Levy Regression Model estimation_LRM |
| Estimation Methods for a CARMA(p,q)-Hawkes Counting Process | EstimCarmaHawkes MethodOfMoments.CarmaHawkes qmle.CarmaHawkes |
| Calculate Preliminary Estimator and One-step Improvements of a Cox-Ingersoll-Ross Diffusion | fitCIR |
| From a Characteristic Function to an 'yuima.law-object' | FromCF2yuima_law |
| Extract Arrival Times from an Object of Class 'yuima.PPR' | get.counting.data NoisePPR |
| Method of Moments for COGARCH(P,Q) | gmm gmm.COGARCH Method of Moment COGARCH |
| Asymptotic Variance Estimator for the Hayashi-Yoshida Estimator | hyavar |
| Information Criteria for the Stochastic Differential Equation | IC |
| Class for Information about Map/Operators | info.Map info.Map-class initialize,info.Map-method |
| Class for Information about Point Process | info.PPR info.PPR-class initialize,info.PPR-method |
| Constructor for 'yuima.ae' Class | initialize,yuima.ae,ANY-method initialize,yuima.ae-method |
| Class for the Mathematical Description of Integral of a Stochastic Process | initialize,Integral.sde-method Integral.sde Integral.sde-class |
| Class for the Mathematical Description of Integral of a Stochastic Process | initialize,Integrand-method Integrand Integrand-class |
| Intesity Process for the Point Process Regression Model | Intensity.PPR |
| Remove Jumps and Calculate the Gaussian Quasi-likelihood Estimator Based on the Jarque-Bera Normality Test | JBtest |
| Kalman-Bucy Filter | kalmanBucyFilter kalmanBucyFilter,yuima-method mean,yuima.kalmanBucyFilter-method vcov,yuima.kalmanBucyFilter-method yuima.kalmanBucyFilter-class |
| Intensity of a Point Process Regression Model | lambdaFromData |
| Adaptive LASSO Estimation for Stochastic Differential Equations | lasso |
| Methods for an Object of Class 'yuima.law' | cdf char dens LawMethods quant rand rand-method |
| Calculate the Value of Limiting Covariance Matrices : Gamma | limiting.gamma |
| Lead Lag Estimator | llag llag,list-method |
| Wild Bootstrap Test for the Absence of Lead-Lag Effects | llag.test |
| Lee and Mykland's Test for the Presence of Jumps Using Normalized Returns | lm.jumptest |
| Five Minutes Log SPX Prices | Data LogSPX |
| Adaptive Bayes Estimator for the Parameters in SDE Model by Using LSE Functions | lseBayes lseBayes,yuima-method |
| Multiple Lead-Lag Detector | mllag |
| 'mmfrac' | mmfrac |
| Class for the Parameter Description of Stochastic Differential Equations | model.parameter-class |
| Realized Multipower Variation | mpv mpv,yuima-method mpv,yuima.data-method |
| Graybill - Methuselah Walk - PILO - ITRDB CA535 | MWK151 |
| Noisy Observation Generator | noisy.sampling noisy.sampling,yuima-method noisy.sampling,yuima.data-method |
| Volatility Estimation and Jump Test Using Nearest Neighbor Truncation | medrv medrv.test minrv minrv.test ntv |
| Class for the Mathematical Description of Integral of a Stochastic Process | initialize,param.Integral-method param.Integral param.Integral-class |
| Class for Information about Map/Operators | initialize,param.Map-method param.Map param.Map-class |
| Phi-divergence Test Statistic for Stochastic Differential Equations | phi.test |
| Plot Method for 'yuima.ae' Class | plot,yuima.ae,ANY-method plot,yuima.ae-method |
| Plotting Method for Kalman-Bucy Filter | plot,yuima.kalmanBucyFilter,ANY-method |
| P-O Estimator | poest poest,yuima-method |
| Poisson Random Sampling Method | poisson.random.sampling |
| Podolskij and Ziggel's Test for the Presence of Jumps Using Power Variation with Perturbed Truncation | pz.test |
| 'qgv' | qgv |
| Calculate Quasi-likelihood and ML Estimator of Least Squares Estimator | lse pseudologlikelihood pseudologlikelihood.COGARCH qmle quasilogl rql |
| Calculate Quasi-Likelihood and Maximum Likelihood Estimator for Linear State Space Model | qmle.linear_state_space_model qmle.linear_state_space_model,yuima-method yuima.linear_state_space_qmle-class |
| Quasi-likelihood Estimation for Degenerate Diffusion Processes | qmleDegenerate |
| Gaussian Quasi-likelihood Estimation for Levy Driven SDE | Estimation.LevyIncr LevySDE qmleLevy |
| Fictitious RNG for the Constant Random Variable Used to Generate and Describe Poisson Jumps | dconst rconst |
| Random Numbers and Densities | dbgamma dGH dGIG dIG dNIG dvgamma rbgamma rGH rGIG rIG rng rNIG rnts rpts rstable rvgamma |
| Continuous Autoregressive Moving Average (p, q) Model | CARMA Carma setCarma |
| Hawkes Process with a Continuous Autoregressive Moving Average(p, q) Intensity | CarmaHawkes Hawkes.Carma.Intensity setCarmaHawkes |
| Set Characteristic Information and Create a `characteristic' Object | setCharacteristic |
| Continuous-time GARCH (p,q) Process | COGARCH CoGarch Cogarch cogarch setCogarch |
| Set and Access Data of an Object of Type "yuima.data" or "yuima" | cbind.yuima dim get.zoo.data length setData |
| Description of a Functional Associated with a Perturbed Stochastic Differential Equation | gete getF getf getxinit setFunctional setFunctional,yuima-method setFunctional,yuima.model-method |
| Constructor of Hawkes Model | setHawkes |
| Integral of Stochastic Differential Equation | setIntegral |
| Random Variable Constructor | setLaw |
| Constructior of a t-Levy Process | setLaw_th |
| A Constructor of a t-Student Regression Model | setLRM |
| Map of a Stochastic Differential Equation | Map of SDE Map of yuima setMap |
| Basic Description of Stochastic Differential Equations (SDE) | setModel |
| Basic Constructor for Compound Poisson Processes | setPoisson |
| Point Process | setPPR |
| Set Sampling Information and Create a `sampling' Object | setSampling |
| Creates a "yuima" Object by Combining "model", "data", "sampling", "characteristic" and "functional" Slots | setYuima |
| Simulation of Increments of Bivariate Brownian Motions with Multi-scale Lead-lag Relationships | simBmllag simBmllag.coef |
| Simulation of the Cox-Ingersoll-Ross Diffusion | simCIR |
| Calculate the Value of Functional | F0 F0,yuima-method Fnorm Fnorm,yuima-method simFunctional simFunctional,yuima-method |
| Simulator Function for Multi-dimensional Stochastic Processes | simulate |
| Calculating Self-normalized Residuals for SDEs | snr |
| Spectral Method for Cumulative Covariance Estimation | lmm spectralcov |
| 'subsampling' | subsampling |
| Additional Methods for LaTeX Representations for Yuima Objects | toLatex toLatex.yuima toLatex.yuima.carma toLatex.yuima.cogarch toLatex.yuima.model |
| Class for the Mathematical Description of Integral of a Stochastic Process | initialize,variable.Integral-method variable.Integral variable.Integral-class |
| Scale-by-scale Lead-lag Estimation | wllag |
| R Code for the Yuima Book | ybook |
| Class for Stochastic Differential Equations | cbind,yuima,ANY-method cce,yuima-method dim,yuima-method get.zoo.data,yuima-method initialize,yuima-method length,yuima-method limiting.gamma,yuima-method llag,yuima-method LSE,yuima-method ml.ql,yuima-method plot,yuima,ANY-method poisson.random.sampling,yuima-method ql,yuima-method rql,yuima-method simulate,yuima-method subsampling,yuima-method yuima-class |
| Class for Adaptive Bayes Estimation of Stochastic Differential Equations | yuima.adabayes-class |
| Class for the Asymptotic Expansion of Diffusion Processes | yuima.ae-class |
| Class for the Mathematical Description of CARMA(p,q) Model | initialize,carma.info-method initialize,yuima.carma-method limiting.gamma,yuima.carma-method simulate,yuima.carma-method yuima.carma-class |
| Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) Model | carma.qmle plot,yuima.carma.qmle,ANY-method qmle.carma yuima.carma.qmle-class |
| Class for the Mathematical Description of a Hawkes Process with a CARMA(p,q) Intensity | initialize,carmaHawkes.info-method initialize,yuima.carmaHawkes-method yuima.carmaHawkes-class |
| Classe for Stochastic Differential Equations Characteristic Scheme | initialize,yuima.characteristic-method yuima.characteristic-class |
| Class for the Mathematical Description of CoGarch(p,q) Model | initialize,cogarch.info-method initialize,yuima.cogarch-method limiting.gamma,yuima.cogarch-method simulate,yuima.cogarch-method yuima.cogarch-class |
| Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE Models | CP.qmle plot,yuima.CP.qmle,ANY-method qmle.CP yuima.CP.qmle-class yuima.qmle-class |
| Class "yuima.data" for the Data Slot of a "yuima" Class Object | cbind.yuima,yuima.data-method cce,yuima.data-method dim,yuima.data-method get.zoo.data,yuima.data-method initialize,yuima.data-method length,yuima.data-method llag,yuima.data-method plot,yuima.data,ANY-method poisson.random.sampling,yuima.data-method subsampling,yuima.data-method yuima.data-class |
| Classes for Stochastic Differential Equations Data Object | gete,yuima.functional-method getF,yuima.functional-method getf,yuima.functional-method getxinit,yuima.functional-method initialize,yuima.functional-method yuima.functional-class |
| Class for a Mathematical Description of a Point Process | initialize,yuima.Hawkes-method simulate,yuima.Hawkes-method yuima.Hawkes yuima.Hawkes-class |
| Class for the Mathematical Description of Integral of a Stochastic Process | initialize,yuima.Integral-method simulate,yuima.Integral-method yuima.Integral yuima.Integral-class |
| 'yuima law-class': A Mathematical Description for the Noise | cdf,yuima.law-method char,yuima.law-method dens,yuima.law-method initialize,yuima.law-method quant,yuima.law-method rand,yuima.law-method yuima.law yuima.law-class |
| 'yuima.LevyRM': A Class for the Mathematical Description of the t-Student Regression Model | estimation_RLM,yuima.LevyRM-function initialize,yuima.LevyRM-method simulate,yuima.LevyRM-method yuima.LevyRM yuima.LevyRM-class |
| Class for the Mathematical Description of Linear State Space Models | initialize,linear_state_space_model.parameter-method initialize,yuima.linear_state_space_model-method limiting.gamma,yuima.linear_state_space_model-method simulate,yuima.linear_state_space_model-method yuima.linear_state_space_model yuima.linear_state_space_model-class |
| Class for the Mathematical Description of Function of a Stochastic Process | initialize,yuima.Map-method simulate,yuima.Map-method yuima.Map yuima.Map-class |
| Classes for the Mathematical Description of Stochastic Differential Equations | initialize,model.parameter-method initialize,yuima.model-method limiting.gamma,yuima.model-method simulate,yuima.model-method yuima.model yuima.model-class |
| Class for the miMathematical Description of Multi Dimensional Jump Diffusion Processes | initialize,yuima.multimodel-method simulate,yuima.multimodel-method yuima.multimodel yuima.multimodel-class |
| Class for the Mathematical Description of Compound Poisson Processes | initialize,yuima.poisson-method yuima.poisson-class |
| Class for a Mathematical Description of a Point Process | initialize,yuima.PPR-method simulate,yuima.PPR-method yuima.PPR yuima.PPR-class |
| Class for Quasi Maximum Likelihood Estimation of Levy SDE Model | incr.qmleLevy initialize,yuima.qmleLevy.incr-method qmleLevy.incr yuima.qmleLevy.incr,ANY-method yuima.qmleLevy.incr-class |
| Classes for Stochastic Differential Equations Sampling Scheme | initialize,yuima.sampling-method yuima.sampling-class |
| Class "yuima.snr" for Self-normalized Residuals of SDE "yuima" Class Object | show,yuima.snr-method yuima.snr-class |
| Class for the Mathematical Description of State Space Models | initialize,state_space_model.parameter-method initialize,yuima.state_space_model-method limiting.gamma,yuima.state_space_model-method simulate,yuima.state_space_model-method yuima.state_space_model yuima.state_space_model-class |
| 'yuima.th-class': A Mathematical Description for the t-Levy Process | cdf,yuima.th-method char,yuima.th-method dens,yuima.th-method initialize,yuima.th-method quant,yuima.th-method rand,yuima.th-method t-Levy process yuima.th yuima.th-class |
