B0441
Title: yuima.law: A class for the mathematical description of the noise in YUIMA
Authors: Lorenzo Mercuri - University of Milan (Italy) [presenting]
Abstract: "yuima.law", a novel class that revolutionizes statistical modelling within the R package Yuima is presented. The "yuima.law" class encapsulates crucial information about the noise employed in defining diverse stochastic differential equations. By seamlessly bridging the Yuima package with other R packages available on CRAN and those developed by external users, it enables enhanced functionality and flexibility. The "yuima.law" offers statisticians a powerful tool for modelling and analysis. By leveraging the random number generator and density function as minimal prerequisites, researchers can explore a wide range of statistical models with ease and precision. Furthermore, in recent developments, "yuima.law" introduces a remarkable enhancement by requiring the specification of the characteristic function of the underlying noise at time one. This advancement streamlines the modelling process while maintaining the accuracy and integrity of the results. In conclusion, "yuima.law" paves the way for robust statistical modelling within the R ecosystem, fostering innovation and expanding the horizons of statistical analysis.
