Seminar on Probability and Statistics

Seminar information archive ~03/28Next seminarFuture seminars 03/29~

Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike


15:00-16:10   Room #052 (Graduate School of Math. Sci. Bldg.)
Stefano Iacus (University of Milan)
The use of S4 classes and methods in the Yuima R package
[ Abstract ]
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.