hi and welcome to yt,i have a yorkie got her when she was 9 weeks,i have a 13 year old jack russall a 12 year old border collie and a 11 year old rough collie,when we first brought the yorkie lulu home, they were not to happy so we took lulu every where with us,did't want to come home and find they had killed lulu,after 2 months we realised we were going to be able to leave her,they had all put her in her place at times i thought they had really hurt her but they never did,lulu is 2 years old now and they love playing with her the rough collie playes tug of war with her all the time,at 11 years old lulu has given her a new lease of life.Don't think you have made a mistake give her time to calm down which will come with age and your yorkie will become yours and your big dogs best friend hope this has helped you,just keep an eye on them for a while
good luck momellon