統計数学セミナー

過去の記録 ~02/07次回の予定今後の予定 02/08~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2015年09月17日(木)

15:00-16:10   数理科学研究科棟(駒場) 052号室
Stefano Iacus 氏 (University of Milan)
The use of S4 classes and methods in the Yuima R package
[ 講演概要 ]
In this talk we present the basic concept of S4 classes and methods approach for object oriented programming in R. As a working example, we introduce the structure of the Yuima package for simulation and inference of stochastic differential equations. We will describe the basic classes and objects as well as some recent extensions which allows for Carma and Co-Garch processes handling in Yuima.