Extracting Yuima Diffusion Simulations for Three-Dimensional Plotting

# R - Plotting a 3-dimensional sample path in yuima?


# R - Plotting a 3-dimensional sample path in yuima?












Apologies if this is not the appropriate place to post this - this my very first contribution to Quantitative Finance Stack Exchange. I was hoping someone could help me with the following issue. I am using `yuima` to model a 3-dimensional diffusion process:

```
model <- setModel(drift = c("((-1)/(2-x1))-1/2","0","0"),                    
                  diffusion = matrix(c("1","0","0","0","1","0","0","0","1"), 3, 3),
                  solve.variable = c("x1","x2","x3"))
```

and then to simulate it and plot it:

```
sampling <- setSampling(Initial = 0, Terminal = 10, n = 1000)
yuima <- setYuima(model = model, sampling = sampling)
simulation <- simulate(yuima,xinit = 1)
plot(simulation)
```

which seems to work. However: this generates a plot of each time-series `x1`, `x2`, and `x3` over time when in reality what I am really trying to visualise is how the three-dimensional path (with polar coordinates `x1`, `x2`, and `x3`) would look like.

Unless there is a version of `plot3D` or similar in `yuima` (I have googled it with no luck), what would really help me would be if there was a way of converting the (three) time-series `simulation` into a matrix or a list, in which case I am pretty sure I would be able to get the desired plot.

Any help will be much appreaciated. All the best.

Edit: the answer I've selected solved my issue, but for future reference these are the contents of `simulate`:

```
    > print(str(simulate))
Formal class 'standardGeneric' [package "methods"] with 8 slots
  ..@ .Data     :function (object, nsim = 1, seed = NULL, xinit, true.parameter, space.discretized = FALSE, increment.W = NULL, increment.L = NULL, 
    method = "euler", hurst, methodfGn = "WoodChan", sampling = sampling, subsampling = subsampling, ...)  
  ..@ generic   : chr "simulate"
  .. ..- attr(*, "package")= chr "yuima"
  ..@ package   : chr "yuima"
  ..@ group     : list()
  ..@ valueClass: chr(0) 
  ..@ signature : chr [1:13] "object" "nsim" "seed" "xinit" ...
  ..@ default   : NULL
  ..@ skeleton  : language (function (object, nsim = 1, seed = NULL, xinit, true.parameter, space.discretized = FALSE, increment.W = NULL, i| __truncated__ ...
NULL
```

## Answer by Pleb (score 0, accepted)

https://quant.stackexchange.com/a/63962

You can recover the simulations from the Yuima simulation object via the field calls:

```
Ser1 <- simulation@data@zoo.data$"Series 1"
Ser2 <- simulation@data@zoo.data$"Series 2"
Ser3 <- simulation@data@zoo.data$"Series 3"
```

And then convert the above into a matrix using `cbind`:

```
Sims_to_matrix <- cbind(Ser1, Ser2, Ser3)
```

Now, you can use your favorite 3d plotting tool (eg. `Plotly`), to get what you desire. You could also construct your own fancy line-graphs using `ggplot2`. I hope this helps!