[Yuima-commits] r144 - in pkg/yuima: . R

[noreply at r-forge.r-project.org]

Author: hinohide
Date: 2011-01-14 10:58:09 +0100 (Fri, 14 Jan 2011)
New Revision: 144

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/R/sim.euler.R
Log:
bug fixed in sim.euler.R about CPtype Levy simulation

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2011-01-03 18:13:58 UTC (rev 143)
+++ pkg/yuima/DESCRIPTION	2011-01-14 09:58:09 UTC (rev 144)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package (unstable version)
-Version: 0.1.182
-Date: 2011-01-04
+Version: 0.1.183
+Date: 2011-01-14
 Depends: methods, zoo, stats4, utils
 Suggests: cubature, mvtnorm
 Author: YUIMA Project Team.

Modified: pkg/yuima/R/sim.euler.R
===================================================================
--- pkg/yuima/R/sim.euler.R	2011-01-03 18:13:58 UTC (rev 143)
+++ pkg/yuima/R/sim.euler.R	2011-01-14 09:58:09 UTC (rev 144)
@@ -135,7 +135,12 @@
       eta0 <- eval(sdeModel at measure$intensity, env) ## intensity param
 
       ##:: get lambda from nu()
-      lambda <- integrate(sdeModel at measure$df$func, 0, Inf)$value * eta0
+      tmp.expr <- function(my.x){
+        assign(sdeModel at jump.variable,my.x)
+        return(eval(sdeModel at measure$df$expr))
+      }
+      #lambda <- integrate(sdeModel at measure$df$func, 0, Inf)$value * eta0
+      lambda <- integrate(tmp.expr, 0, Inf)$value * eta0
       
       ##:: lambda = nu() (p6)
       N_sharp <- rpois(1,Terminal*eta0)	##:: Po(Ne)