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The YUIMA Package

Chapter
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Part of the Use R! book series (USE R)

Abstract

This chapter introduces the YUIMA Project and the corresponding R package. A detailed overview of the main functionalities of the package is presented, and the structure of the new S4 classes and methods introduced by yuima package are also described. These classes are designed for simulation and inference of wide classes of stochastic processes. A section is dedicated to input and output of time series and handling of time stamps.

Keywords

Time Series Objects Timeseries Object Type List User-specified Annotations Asymptotic Expansion Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Department of Economics, Management and Quantitative MethodsUniversity of MilanMilanItaly
  2. 2.Graduate School of Mathematical SciencesUniversity of TokyoTokyoJapan

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