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A B C D E F G H I L M N P Q R S T V Y
| adaBayes | Adaptive Bayes estimator for the parameters in sde model |
| adaBayes-method | Adaptive Bayes estimator for the parameters in sde model |
| asymptotic_term | asymptotic expansion of the expected value of the functional |
| asymptotic_term-method | asymptotic expansion of the expected value of the functional |
| bns.test | Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation |
| bns.test-method | Barndorff-Nielsen and Shephard's Test for the Presence of Jumps Using Bipower Variation |
| CARMA | Continuous Autoregressive Moving Average (p, q) model |
| Carma | Continuous Autoregressive Moving Average (p, q) model |
| carma.info-class | Class for information about CARMA(p,q) model |
| carma.qmle | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
| Carma.Recovering | Estimation for the underlying Levy in a carma model |
| CarmaNoise | Estimation for the underlying Levy in a carma model |
| CarmaRecovNoise | Estimation for the underlying Levy in a carma model |
| cbind.yuima | Set and access data of an object of type "yuima.data" or "yuima". |
| cbind.yuima-method | Class for stochastic differential equations |
| cbind.yuima-method | Class "yuima.data" for the data slot of a "yuima" class object |
| cce | Nonsynchronous Cumulative Covariance Estimator |
| cce-method | Class for stochastic differential equations |
| cce-method | Class "yuima.data" for the data slot of a "yuima" class object |
| cdf | Methods for an object of class 'yuima.law' |
| cdf-method | Class of yuima law |
| char | Methods for an object of class 'yuima.law' |
| char-method | Class of yuima law |
| COGARCH | Continuous-time GARCH (p,q) process |
| CoGarch | Continuous-time GARCH (p,q) process |
| Cogarch | Continuous-time GARCH (p,q) process |
| cogarch | Continuous-time GARCH (p,q) process |
| cogarch.est-class | Class for Generalized Method of Moments Estimation for COGARCH(p,q) model |
| cogarch.est.incr-class | Class for Estimation of COGARCH(p,q) model with underlying increments |
| cogarch.info-class | Class for information about CoGarch(p,q) |
| cogarch.Recovering | Estimation for the underlying Levy in a COGARCH(p,q) model |
| cogarchNoise | Estimation for the underlying Levy in a COGARCH(p,q) model |
| CogarchRecovNoise | Estimation for the underlying Levy in a COGARCH(p,q) model |
| CP.qmle | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models |
| CPoint | Volatility structural change point estimator |
| Data | Five minutes Log SPX prices |
| dbgamma | Random numbers and densities |
| dconst | Fictitious rng for the constant random variable used to generate and describe Poisson jumps. |
| dens | Methods for an object of class 'yuima.law' |
| dens-method | Class of yuima law |
| Diagnostic.Carma | Diagnostic Carma model |
| Diagnostic.Cogarch | Function for checking the statistical properties of the COGARCH(p,q) model |
| dIG | Random numbers and densities |
| dim | Set and access data of an object of type "yuima.data" or "yuima". |
| dim-method | Class for stochastic differential equations |
| dim-method | Class "yuima.data" for the data slot of a "yuima" class object |
| dNIG | Random numbers and densities |
| dvgamma | Random numbers and densities |
| est.cogarch.incr-class | Class for Estimation of COGARCH(p,q) model with underlying increments |
| F0 | Calculate the value of functional |
| F0-method | Calculate the value of functional |
| Fnorm | Calculate the value of functional |
| Fnorm-method | Calculate the value of functional |
| get.zoo.data | Set and access data of an object of type "yuima.data" or "yuima". |
| get.zoo.data-method | Class for stochastic differential equations |
| get.zoo.data-method | Class "yuima.data" for the data slot of a "yuima" class object |
| gete | Description of a functional associated with a perturbed stochastic differential equation |
| gete-method | Classes for stochastic differential equations data object |
| getF | Description of a functional associated with a perturbed stochastic differential equation |
| getf | Description of a functional associated with a perturbed stochastic differential equation |
| getF-method | Classes for stochastic differential equations data object |
| getf-method | Classes for stochastic differential equations data object |
| getxinit | Description of a functional associated with a perturbed stochastic differential equation |
| getxinit-method | Classes for stochastic differential equations data object |
| gmm | Method of Moments for COGARCH(P,Q). |
| gmm.COGARCH | Method of Moments for COGARCH(P,Q). |
| hyavar | Asymptotic Variance Estimator for the Hayashi-Yoshida estimator |
| info.Map | Class for information about Map/Operators |
| info.Map-class | Class for information about Map/Operators |
| info.Ppr | Class for information about Point Process |
| info.Ppr-class | Class for information about Point Process |
| initialize-method | Class for the mathematical description of integral of a stochastic process |
| initialize-method | Class for the mathematical description of integral of a stochastic process |
| initialize-method | Class for information about Map/Operators |
| initialize-method | Class for information about Point Process |
| initialize-method | Class for the mathematical description of integral of a stochastic process |
| initialize-method | Class for information about Map/Operators |
| initialize-method | Class for the mathematical description of integral of a stochastic process |
| initialize-method | Class for stochastic differential equations |
| initialize-method | Class for a mathematical description of a Point Process |
| initialize-method | Class for the mathematical description of integral of a stochastic process |
| initialize-method | Class for the mathematical description of function of a stochastic process |
| initialize-method | Class for a mathematical description of a Point Process |
| initialize-method | Class for the mathematical description of CARMA(p,q) model |
| initialize-method | Classe for stochastic differential equations characteristic scheme |
| initialize-method | Class for the mathematical description of CoGarch(p,q) model |
| initialize-method | Class "yuima.data" for the data slot of a "yuima" class object |
| initialize-method | Classes for stochastic differential equations data object |
| initialize-method | Class of yuima law |
| initialize-method | Classes for the mathematical description of stochastic differential equations |
| initialize-method | Class for the mathematical description of Multi dimensional Jump Diffusion processes |
| initialize-method | Class for the mathematical description of Compound Poisson processes |
| initialize-method | Classes for stochastic differential equations sampling scheme |
| Integral.sde | Class for the mathematical description of integral of a stochastic process |
| Integral.sde-class | Class for the mathematical description of integral of a stochastic process |
| Integrand | Class for the mathematical description of integral of a stochastic process |
| Integrand-class | Class for the mathematical description of integral of a stochastic process |
| lambdaFromData | Intensity of a Point Process Regression Model |
| lasso | Adaptive LASSO estimation for stochastic differential equations |
| LawMethods | Methods for an object of class 'yuima.law' |
| length | Set and access data of an object of type "yuima.data" or "yuima". |
| length-method | Class for stochastic differential equations |
| length-method | Class "yuima.data" for the data slot of a "yuima" class object |
| Levy.Carma | Estimation for the underlying Levy in a carma model |
| Levy.cogarch | Estimation for the underlying Levy in a COGARCH(p,q) model |
| limiting.gamma | calculate the value of limiting covariance matrices : Gamma |
| limiting.gamma-method | Class for stochastic differential equations |
| limiting.gamma-method | Class for the mathematical description of CARMA(p,q) model |
| limiting.gamma-method | Class for the mathematical description of CoGarch(p,q) model |
| limiting.gamma-method | Classes for the mathematical description of stochastic differential equations |
| llag | Lead Lag Estimator |
| llag-method | Lead Lag Estimator |
| llag-method | Class for stochastic differential equations |
| llag-method | Class "yuima.data" for the data slot of a "yuima" class object |
| lmm | Spectral Method for Cumulative Covariance Estimation |
| LogSPX | Five minutes Log SPX prices |
| lse | Calculate quasi-likelihood and ML estimator of least squares estimator |
| LSE-method | Class for stochastic differential equations |
| Map of SDE | Map of a Stochastic Differential Equation |
| Map of yuima | Map of a Stochastic Differential Equation |
| Method of Moment COGARCH | Method of Moments for COGARCH(P,Q). |
| ml.ql-method | Class for stochastic differential equations |
| mllag | Multiple Lead-Lag Detector |
| mmfrac | mmfrac |
| model.parameter-class | Class for the parameter description of stochastic differential equations |
| mpv | Realized Multipower Variation |
| mpv-method | Realized Multipower Variation |
| MWK151 | Graybill - Methuselah Walk - PILO - ITRDB CA535 |
| noisy.sampling | Noisy Observation Generator |
| noisy.sampling-method | Noisy Observation Generator |
| param.Integral | Class for the mathematical description of integral of a stochastic process |
| param.Integral-class | Class for the mathematical description of integral of a stochastic process |
| param.Map | Class for information about Map/Operators |
| param.Map-class | Class for information about Map/Operators |
| phi.test | Phi-divergence test statistic for stochastic differential equations |
| plot-method | Class for Estimation of COGARCH(p,q) model with underlying increments |
| plot-method | Class for Generalized Method of Moments Estimation for COGARCH(p,q) model |
| plot-method | Class for stochastic differential equations |
| plot-method | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models |
| plot-method | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
| plot-method | Class "yuima.data" for the data slot of a "yuima" class object |
| poisson.random.sampling | Poisson random sampling method |
| poisson.random.sampling-method | Class for stochastic differential equations |
| poisson.random.sampling-method | Class "yuima.data" for the data slot of a "yuima" class object |
| pseudologlikelihood | Calculate quasi-likelihood and ML estimator of least squares estimator |
| pseudologlikelihood.COGARCH | Calculate quasi-likelihood and ML estimator of least squares estimator |
| qgv | qgv |
| ql-method | Class for stochastic differential equations |
| qmle | Calculate quasi-likelihood and ML estimator of least squares estimator |
| qmle.carma | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
| qmle.CP | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models |
| qmleL | Volatility structural change point estimator |
| qmleR | Volatility structural change point estimator |
| quant | Methods for an object of class 'yuima.law' |
| quant-method | Class of yuima law |
| quasilogl | Calculate quasi-likelihood and ML estimator of least squares estimator |
| rand | Methods for an object of class 'yuima.law' |
| rand-method | Methods for an object of class 'yuima.law' |
| rand-method | Class of yuima law |
| rbgamma | Random numbers and densities |
| rconst | Fictitious rng for the constant random variable used to generate and describe Poisson jumps. |
| Recovering.Noise | Estimation for the underlying Levy in a carma model |
| Recovering.Noise.cogarch | Estimation for the underlying Levy in a COGARCH(p,q) model |
| rIG | Random numbers and densities |
| rng | Random numbers and densities |
| rNIG | Random numbers and densities |
| rnts | Random numbers and densities |
| rpts | Random numbers and densities |
| rql | Calculate quasi-likelihood and ML estimator of least squares estimator |
| rql-method | Class for stochastic differential equations |
| rstable | Random numbers and densities |
| rvgamma | Random numbers and densities |
| setCarma | Continuous Autoregressive Moving Average (p, q) model |
| setCharacteristic | Set characteristic information and create a 'characteristic' object. |
| setCogarch | Continuous-time GARCH (p,q) process |
| setData | Set and access data of an object of type "yuima.data" or "yuima". |
| setFunctional | Description of a functional associated with a perturbed stochastic differential equation |
| setFunctional-method | Description of a functional associated with a perturbed stochastic differential equation |
| setHawkes | Constructor of Hawkes model |
| setIntegral | Integral of Stochastic Differential Equation |
| setLaw | Random variable constructor |
| setMap | Map of a Stochastic Differential Equation |
| setModel | Basic description of stochastic differential equations (SDE) |
| setPoisson | Basic constructor for Compound Poisson processes |
| setPpr | Point Process |
| setSampling | Set sampling information and create a 'sampling' object. |
| setYuima | Creates a "yuima" object by combining "model", "data", "sampling", "characteristic" and "functional"slots. |
| simFunctional | Calculate the value of functional |
| simFunctional-method | Calculate the value of functional |
| simulate | Simulator function for multi-dimensional stochastic processes |
| simulate-method | Class for Estimation of COGARCH(p,q) model with underlying increments |
| simulate-method | Class for stochastic differential equations |
| simulate-method | Class for a mathematical description of a Point Process |
| simulate-method | Class for the mathematical description of integral of a stochastic process |
| simulate-method | Class for the mathematical description of function of a stochastic process |
| simulate-method | Class for a mathematical description of a Point Process |
| simulate-method | Class for the mathematical description of CARMA(p,q) model |
| simulate-method | Class for the mathematical description of CoGarch(p,q) model |
| simulate-method | Classes for the mathematical description of stochastic differential equations |
| simulate-method | Class for the mathematical description of Multi dimensional Jump Diffusion processes |
| spectralcov | Spectral Method for Cumulative Covariance Estimation |
| subsampling | subsampling |
| subsampling-method | Class for stochastic differential equations |
| subsampling-method | Class "yuima.data" for the data slot of a "yuima" class object |
| toLatex | Additional Methods for LaTeX Representations for Yuima objects |
| toLatex.yuima | Additional Methods for LaTeX Representations for Yuima objects |
| toLatex.yuima.carma | Additional Methods for LaTeX Representations for Yuima objects |
| toLatex.yuima.cogarch | Additional Methods for LaTeX Representations for Yuima objects |
| toLatex.yuima.model | Additional Methods for LaTeX Representations for Yuima objects |
| variable.Integral | Class for the mathematical description of integral of a stochastic process |
| variable.Integral-class | Class for the mathematical description of integral of a stochastic process |
| yuima-class | Class for stochastic differential equations |
| yuima.carma-class | Class for the mathematical description of CARMA(p,q) model |
| yuima.carma.qmle-class | Class for Quasi Maximum Likelihood Estimation of CARMA(p,q) model |
| yuima.characteristic-class | Classe for stochastic differential equations characteristic scheme |
| yuima.cogarch-class | Class for the mathematical description of CoGarch(p,q) model |
| yuima.CP.qmle-class | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models |
| yuima.data-class | Class "yuima.data" for the data slot of a "yuima" class object |
| yuima.functional-class | Classes for stochastic differential equations data object |
| yuima.Hawkes | Class for a mathematical description of a Point Process |
| yuima.Hawkes-class | Class for a mathematical description of a Point Process |
| yuima.Integral | Class for the mathematical description of integral of a stochastic process |
| yuima.Integral-class | Class for the mathematical description of integral of a stochastic process |
| yuima.law | Class of yuima law |
| yuima.law-class | Class of yuima law |
| yuima.Map | Class for the mathematical description of function of a stochastic process |
| yuima.Map-class | Class for the mathematical description of function of a stochastic process |
| yuima.model | Classes for the mathematical description of stochastic differential equations |
| yuima.model-class | Classes for the mathematical description of stochastic differential equations |
| yuima.multimodel | Class for the mathematical description of Multi dimensional Jump Diffusion processes |
| yuima.multimodel-class | Class for the mathematical description of Multi dimensional Jump Diffusion processes |
| yuima.poisson-class | Class for the mathematical description of Compound Poisson processes |
| yuima.Ppr | Class for a mathematical description of a Point Process |
| yuima.Ppr-class | Class for a mathematical description of a Point Process |
| yuima.qmle-class | Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models |
| yuima.sampling-class | Classes for stochastic differential equations sampling scheme |