[Highfrequency-commits] r118 - pkg/highfrequency/R

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

Author: kboudt
Date: 2014-11-25 13:48:39 +0100 (Tue, 25 Nov 2014)
New Revision: 118

Modified:
   pkg/highfrequency/R/highfrequencyGSOC.R
Log:


Modified: pkg/highfrequency/R/highfrequencyGSOC.R
===================================================================
--- pkg/highfrequency/R/highfrequencyGSOC.R	2014-11-25 12:36:58 UTC (rev 117)
+++ pkg/highfrequency/R/highfrequencyGSOC.R	2014-11-25 12:48:39 UTC (rev 118)
@@ -1484,7 +1484,7 @@
     
     # compute the asymptotic covariance matrix of splittedparamsvector
     
-    mH = hessian (.heavy_likelihood_ll, x= splittedparams, data=data, p=p, q=q, backcast=backcast, LB=LB, UB=UB, compconst=compconst)
+    mH = numDeriv::hessian(.heavy_likelihood_ll, x= splittedparams, data=data, p=p, q=q, backcast=backcast, LB=LB, UB=UB, compconst=compconst)
     
     T        = nrow(data) 
     nm       = length(paramsvector)
@@ -1527,7 +1527,7 @@
     
     ## Define It
     # jacobian will be T x length of theta 
-    m  = jacobian(.heavy_likelihood_lls, x = splittedparams, data=data, p=p, q=q, backcast=backcast, LB=LB, UB=UB, compconst=compconst) # returns a matrix of T by L (length of theta)
+    m  = numDeriv::jacobian(.heavy_likelihood_lls, x = splittedparams, data=data, p=p, q=q, backcast=backcast, LB=LB, UB=UB, compconst=compconst) # returns a matrix of T by L (length of theta)
     
     start = 1;
     for (i in 1:K)