CPoint                  Volatility Structural Change Point Estimator
CarmaNoise              Estimation for the Underlying Levy in a Carma
                        Model
DataPPR                 From 'zoo' Data to 'yuima.PPR'
Diagnostic.Carma        Diagnostic Carma Model
Diagnostic.Cogarch      Function for Checking the Statistical
                        Properties of the COGARCH(p,q) Model
EstimCarmaHawkes        Estimation Methods for a CARMA(p,q)-Hawkes
                        Counting Process
FromCF2yuima_law        From a Characteristic Function to an
                        'yuima.law-object'
IC                      Information Criteria for the Stochastic
                        Differential Equation
Integral.sde            Class for the Mathematical Description of
                        Integral of a Stochastic Process
Integrand               Class for the Mathematical Description of
                        Integral of a Stochastic Process
Intensity.PPR           Intesity Process for the Point Process
                        Regression Model
JBtest                  Remove Jumps and Calculate the Gaussian
                        Quasi-likelihood Estimator Based on the
                        Jarque-Bera Normality Test
LawMethods              Methods for an Object of Class 'yuima.law'
LogSPX                  Five Minutes Log SPX Prices
MWK151                  Graybill - Methuselah Walk - PILO - ITRDB CA535
adaBayes                Adaptive Bayes Estimator for the Parameters in
                        SDE Model
ae                      Asymptotic Expansion
aeCharacteristic        Asymptotic Expansion - Characteristic Function
aeDensity               Asymptotic Expansion - Density
aeExpectation           Asymptotic Expansion - Functionals
aeKurtosis              Asymptotic Expansion - Kurtosis
aeMarginal              Asymptotic Expansion - Marginals
aeMean                  Asymptotic Expansion - Mean
aeMoment                Asymptotic Expansion - Moments
aeSd                    Asymptotic Expansion - Standard Deviation
aeSkewness              Asymptotic Expansion - Skewness
asymptotic_term         Asymptotic Expansion of the Expected Value of
                        the Functional
bns.test                Barndorff-Nielsen and Shephard's Test for the
                        Presence of Jumps Using Bipower Variation
carma.info-class        Class for Information about CARMA(p,q) Model
carmaHawkes.info-class
                        Class for Information on the Hawkes Process
                        with a CARMA(p,q) Intensity
cce                     Nonsynchronous Cumulative Covariance Estimator
cce.factor              High-Dimensional Cumulative Covariance
                        Estimator by Factor Modeling and Regularization
cogarch.est-class       Class for Generalized Method of Moments
                        Estimation for COGARCH(p,q) Model
cogarch.est.incr-class
                        Class for Estimation of COGARCH(p,q) Model with
                        Underlying Increments
cogarch.info-class      Class for Information about COGARCH(p,q)
cogarchNoise            Estimation for the Underlying Levy in a
                        COGARCH(p,q) Model
estimation_LRM          Estimation of the t-Levy Regression Model
fitCIR                  Calculate Preliminary Estimator and One-step
                        Improvements of a Cox-Ingersoll-Ross Diffusion
get.counting.data       Extract Arrival Times from an Object of Class
                        'yuima.PPR'
gmm                     Method of Moments for COGARCH(P,Q)
hyavar                  Asymptotic Variance Estimator for the
                        Hayashi-Yoshida Estimator
info.Map-class          Class for Information about Map/Operators
info.PPR                Class for Information about Point Process
initialize,yuima.ae-method
                        Constructor for 'yuima.ae' Class
kalmanBucyFilter        Kalman-Bucy Filter
lambdaFromData          Intensity of a Point Process Regression Model
lasso                   Adaptive LASSO Estimation for Stochastic
                        Differential Equations
limiting.gamma          Calculate the Value of Limiting Covariance
                        Matrices : Gamma
llag                    Lead Lag Estimator
llag.test               Wild Bootstrap Test for the Absence of Lead-Lag
                        Effects
lm.jumptest             Lee and Mykland's Test for the Presence of
                        Jumps Using Normalized Returns
lseBayes                Adaptive Bayes Estimator for the Parameters in
                        SDE Model by Using LSE Functions
mllag                   Multiple Lead-Lag Detector
mmfrac                  'mmfrac'
model.parameter-class   Class for the Parameter Description of
                        Stochastic Differential Equations
mpv                     Realized Multipower Variation
noisy.sampling          Noisy Observation Generator
ntv                     Volatility Estimation and Jump Test Using
                        Nearest Neighbor Truncation
param.Integral          Class for the Mathematical Description of
                        Integral of a Stochastic Process
param.Map-class         Class for Information about Map/Operators
phi.test                Phi-divergence Test Statistic for Stochastic
                        Differential Equations
plot,yuima.ae,ANY-method
                        Plot Method for 'yuima.ae' Class
plot,yuima.kalmanBucyFilter,ANY-method
                        Plotting Method for Kalman-Bucy Filter
poest                   P-O Estimator
poisson.random.sampling
                        Poisson Random Sampling Method
pz.test                 Podolskij and Ziggel's Test for the Presence of
                        Jumps Using Power Variation with Perturbed
                        Truncation
qgv                     'qgv'
qmle                    Calculate Quasi-likelihood and ML Estimator of
                        Least Squares Estimator
qmle.linear_state_space_model
                        Calculate Quasi-Likelihood and Maximum
                        Likelihood Estimator for Linear State Space
                        Model
qmleDegenerate          Quasi-likelihood Estimation for Degenerate
                        Diffusion Processes
qmleLevy                Gaussian Quasi-likelihood Estimation for Levy
                        Driven SDE
rconst                  Fictitious RNG for the Constant Random Variable
                        Used to Generate and Describe Poisson Jumps
rng                     Random Numbers and Densities
setCarma                Continuous Autoregressive Moving Average (p, q)
                        Model
setCarmaHawkes          Hawkes Process with a Continuous Autoregressive
                        Moving Average(p, q) Intensity
setCharacteristic       Set Characteristic Information and Create a
                        'characteristic' Object
setCogarch              Continuous-time GARCH (p,q) Process
setData                 Set and Access Data of an Object of Type
                        "yuima.data" or "yuima"
setFunctional           Description of a Functional Associated with a
                        Perturbed Stochastic Differential Equation
setHawkes               Constructor of Hawkes Model
setIntegral             Integral of Stochastic Differential Equation
setLRM                  A Constructor of a t-Student Regression Model
setLaw                  Random Variable Constructor
setLaw_th               Constructior of a t-Levy Process
setMap                  Map of a Stochastic Differential Equation
setModel                Basic Description of Stochastic Differential
                        Equations (SDE)
setPPR                  Point Process
setPoisson              Basic Constructor for Compound Poisson
                        Processes
setSampling             Set Sampling Information and Create a
                        'sampling' Object
setYuima                Creates a "yuima" Object by Combining "model",
                        "data", "sampling", "characteristic" and
                        "functional" Slots
simBmllag               Simulation of Increments of Bivariate Brownian
                        Motions with Multi-scale Lead-lag Relationships
simCIR                  Simulation of the Cox-Ingersoll-Ross Diffusion
simFunctional           Calculate the Value of Functional
simulate                Simulator Function for Multi-dimensional
                        Stochastic Processes
snr                     Calculating Self-normalized Residuals for SDEs
spectralcov             Spectral Method for Cumulative Covariance
                        Estimation
subsampling             'subsampling'
toLatex                 Additional Methods for LaTeX Representations
                        for Yuima Objects
variable.Integral       Class for the Mathematical Description of
                        Integral of a Stochastic Process
wllag                   Scale-by-scale Lead-lag Estimation
ybook                   R Code for the Yuima Book
yuima-class             Class for Stochastic Differential Equations
yuima.CP.qmle-class     Class for Quasi Maximum Likelihood Estimation
                        of Compound Poisson-based and SDE Models
yuima.Hawkes            Class for a Mathematical Description of a Point
                        Process
yuima.Integral-class    Class for the Mathematical Description of
                        Integral of a Stochastic Process
yuima.LevyRM-class      'yuima.LevyRM': A Class for the Mathematical
                        Description of the t-Student Regression Model
yuima.Map-class         Class for the Mathematical Description of
                        Function of a Stochastic Process
yuima.PPR               Class for a Mathematical Description of a Point
                        Process
yuima.PPR.qmle-class    Class for Quasi Maximum Likelihood Estimation
                        of Point Process Regression Models
yuima.adabayes-class    Class for Adaptive Bayes Estimation of
                        Stochastic Differential Equations
yuima.ae-class          Class for the Asymptotic Expansion of Diffusion
                        Processes
yuima.carma-class       Class for the Mathematical Description of
                        CARMA(p,q) Model
yuima.carma.qmle-class
                        Class for Quasi Maximum Likelihood Estimation
                        of CARMA(p,q) Model
yuima.carmaHawkes-class
                        Class for the Mathematical Description of a
                        Hawkes Process with a CARMA(p,q) Intensity
yuima.characteristic-class
                        Classe for Stochastic Differential Equations
                        Characteristic Scheme
yuima.cogarch-class     Class for the Mathematical Description of
                        CoGarch(p,q) Model
yuima.data-class        Class "yuima.data" for the Data Slot of a
                        "yuima" Class Object
yuima.functional-class
                        Classes for Stochastic Differential Equations
                        Data Object
yuima.law-class         'yuima law-class': A Mathematical Description
                        for the Noise
yuima.linear_state_space_model-class
                        Class for the Mathematical Description of
                        Linear State Space Models
yuima.model-class       Classes for the Mathematical Description of
                        Stochastic Differential Equations
yuima.multimodel-class
                        Class for the miMathematical Description of
                        Multi Dimensional Jump Diffusion Processes
yuima.poisson-class     Class for the Mathematical Description of
                        Compound Poisson Processes
yuima.qmleLevy.incr-class
                        Class for Quasi Maximum Likelihood Estimation
                        of Levy SDE Model
yuima.sampling-class    Classes for Stochastic Differential Equations
                        Sampling Scheme
yuima.snr-class         Class "yuima.snr" for Self-normalized Residuals
                        of SDE "yuima" Class Object
yuima.state_space_model-class
                        Class for the Mathematical Description of State
                        Space Models
yuima.th-class          'yuima.th-class': A Mathematical Description
                        for the t-Levy Process
