[Yuima-commits] r41 - pkg/yuima/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Dec 9 05:39:25 CET 2009
Author: iacus
Date: 2009-12-09 05:39:25 +0100 (Wed, 09 Dec 2009)
New Revision: 41
Modified:
pkg/yuima/man/simulate.Rd
Log:
updated docs
Modified: pkg/yuima/man/simulate.Rd
===================================================================
--- pkg/yuima/man/simulate.Rd 2009-12-09 04:36:48 UTC (rev 40)
+++ pkg/yuima/man/simulate.Rd 2009-12-09 04:39:25 UTC (rev 41)
@@ -7,15 +7,17 @@
increment.W = NULL, increment.L = NULL, methodfGn = "Cholesky")
}
\arguments{
- \item{object}{an \code{yuima} object.}
+ \item{object}{an \code{\link{yuima-class}} object.}
\item{xinit}{initial value vector of state variables.}
\item{true.parameter}{named list of parameters.}
\item{space.discretized}{flag to switch to space-discretized Euler
Maruyama method.}
\item{increment.W}{to specify Wiener increment for each time tics in advance.}
\item{increment.L}{to specify Levy increment for each time tics in advance.}
- \item{nsim}{Not used yet. Included only to match the standard genenirc in package \code{stats}.}
- \item{seed}{Not used yet. Included only to match the standard genenirc in package \code{stats}.}
+ \item{nsim}{Not used yet. Included only to match the standard genenirc in
+ package \code{stats}.}
+ \item{seed}{Not used yet. Included only to match the standard genenirc in
+ package \code{stats}.}
\item{methodfGn}{simulation methods for fractional Gaussian noise.}
}
\details{
@@ -23,6 +25,9 @@
method. This function supports usual Euler-Maruyama method for
multidimensional SDE, and space
discretized Euler-Maruyama method for one dimensional SDE.
+
+It simulates solutions of stochastic differential equations with Gaussian noise,
+fractional Gaussian noise awith/without jumps.
}
\value{
\item{yuima}{A multi-dimensional \code{yuima} object(time series object).}
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