initialize,yuima.ae-method {yuima} | R Documentation |
Constructor for yuima.ae
Class
Description
Construct an object of class yuima.ae-class
.
Usage
## S4 method for signature 'yuima.ae'
initialize(
.Object,
order,
var,
u.var,
eps.var,
characteristic,
Z0,
Mu,
Sigma,
c.gamma,
verbose
)
Arguments
.Object |
an object of class |
order |
integer. The order of the expansion. |
var |
character. The state variables. |
u.var |
character. The variables of the characteristic function. |
eps.var |
character. The perturbation variable. |
characteristic |
expression. The characteristic function. |
Z0 |
numeric. The solution to the deterministic process obtained by setting the perturbation to zero. |
Mu |
numeric. The drift vector for the representation of Z1. |
Sigma |
matrix. The diffusion matrix for the representation of Z1. |
c.gamma |
list. The coefficients of the Hermite polynomials. |
verbose |
logical. Print on progress? Default |
[Package yuima version 1.15.30 Index]