[Rcpp-commits] r3532 - in pkg/RcppSMC: R man

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

Author: edd
Date: 2012-03-20 01:30:13 +0100 (Tue, 20 Mar 2012)
New Revision: 3532

Modified:
   pkg/RcppSMC/R/simGaussian.R
   pkg/RcppSMC/R/simLineart.R
   pkg/RcppSMC/R/simNonlin.R
   pkg/RcppSMC/man/blockpfGaussianOpt.Rd
   pkg/RcppSMC/man/pfLineartBS.Rd
   pkg/RcppSMC/man/pfNonlinBS.Rd
Log:
a few fixes for the sim* functions
standardized Author field in help pages


Modified: pkg/RcppSMC/R/simGaussian.R
===================================================================
--- pkg/RcppSMC/R/simGaussian.R	2012-03-19 11:58:15 UTC (rev 3531)
+++ pkg/RcppSMC/R/simGaussian.R	2012-03-20 00:30:13 UTC (rev 3532)
@@ -1,8 +1,8 @@
 simGaussian <- function(len = 250)
 {
-  sim <- c();
-  sim$state <- cumsum(rnorm(len));
-  sim$data  <- sim$state + rnorm(len);
+  sim <- c()
+  sim$state <- cumsum(rnorm(len))
+  sim$data  <- sim$state + rnorm(len)
 
   invisible(sim)
 }

Modified: pkg/RcppSMC/R/simLineart.R
===================================================================
--- pkg/RcppSMC/R/simLineart.R	2012-03-19 11:58:15 UTC (rev 3531)
+++ pkg/RcppSMC/R/simLineart.R	2012-03-20 00:30:13 UTC (rev 3532)
@@ -1,17 +1,15 @@
 simLineart <- function(len = 250)
 {
-  sim <- c();
-  
-  statex <- cumsum(rnorm(len));
-  statey <- cumsum(rnorm(len));
+  sim <- c()
 
-  datax  <- statex + rt(len,df=4);
-  datay  <- statey + rt(len,df=4);
+  statex <- cumsum(rnorm(len))
+  statey <- cumsum(rnorm(len))
 
-  sim$state <- c(statex,statey);
-  dim(sim$state) <- c(2,2);
-  sim$data  <- c(datax,datay);
-  dim(sim$data) <- c(2,2);
+  datax  <- statex + rt(len,df=4)
+  datay  <- statey + rt(len,df=4)
 
-  invisible(sim);
+  sim$state <- matrix(cbind(statex,statey), ncol=2, dimnames=list(NULL, c("x", "y")))
+  sim$data  <- matrix(cbind(datax,datay), ncol=2, dimnames=list(NULL, c("x", "y")))
+
+  invisible(sim)
 }

Modified: pkg/RcppSMC/R/simNonlin.R
===================================================================
--- pkg/RcppSMC/R/simNonlin.R	2012-03-19 11:58:15 UTC (rev 3531)
+++ pkg/RcppSMC/R/simNonlin.R	2012-03-20 00:30:13 UTC (rev 3532)
@@ -1,14 +1,14 @@
 simNonlin <- function(len = 50)
 {
-   sim <- c();
+   sim <- c()
 
-   innovations <- rnorm(len) * sqrt(10);
-   sim$state[1] = innovations[1];
-   for (i in 2:len)
-       sim$state[i] = 0.5 * sim$state[i-1] + 25 * sim$state[i-1] / (1 +
-   sim$state[i-1]^2) + 8 * cos(1.2*(i-1)) + innovations[i];
-   end    
-   sim$data <- sim$state^2 / 20 + rnorm(len);	
+   innovations <- rnorm(len) * sqrt(10)
+   sim$state[1] <- innovations[1]
+   for (i in 2:len) {
+       sim$state[i] <- 0.5 * sim$state[i-1] + 25 * sim$state[i-1] /
+           (1 + sim$state[i-1]^2) + 8 * cos(1.2*(i-1)) + innovations[i]
+   }
+   sim$data <- sim$state^2 / 20 + rnorm(len)
 
    invisible(sim)
 }

Modified: pkg/RcppSMC/man/blockpfGaussianOpt.Rd
===================================================================
--- pkg/RcppSMC/man/blockpfGaussianOpt.Rd	2012-03-19 11:58:15 UTC (rev 3531)
+++ pkg/RcppSMC/man/blockpfGaussianOpt.Rd	2012-03-20 00:30:13 UTC (rev 3532)
@@ -40,8 +40,9 @@
   which the state evolution and observation equations are:
   	x(n) = x(n-1) + e(n) and 
 	y(n) = x(n) + f(n)
-  where e(n) and f(n) are mutually-independent standard normal random variables. The 'optimal'
-  block-sampling proposal described by (Doucet et al., 2006) is employed.
+  where e(n) and f(n) are mutually-independent standard normal random
+  variables. The 'optimal' block-sampling proposal described by Doucet
+  et al (2006) is employed. 
 
   The \code{simGaussian} function simulates from the same model returning both
   the state and observation vectors.
@@ -55,5 +56,5 @@
   sim <- simGaussian(len=250)
   res <- blockpfGaussianOpt(sim$data,lag=5,plot=TRUE)
 }
-\author{Adam M. Johansen}
+\author{Adam M. Johansen and Dirk Eddelbuettel}
 \keyword{programming}

Modified: pkg/RcppSMC/man/pfLineartBS.Rd
===================================================================
--- pkg/RcppSMC/man/pfLineartBS.Rd	2012-03-19 11:58:15 UTC (rev 3531)
+++ pkg/RcppSMC/man/pfLineartBS.Rd	2012-03-20 00:30:13 UTC (rev 3532)
@@ -65,5 +65,5 @@
   res <- pfLineartBS(plot=TRUE)
   res <- pfLineartBS(onlinePlot=pfLineartBSOnlinePlot)
 }
-\author{Adam M. Johansen for SMCTC, Dirk Eddelbuettel for the RcppSMC wrapper.}
+\author{Adam M. Johansen and Dirk Eddelbuettel}
 \keyword{programming}

Modified: pkg/RcppSMC/man/pfNonlinBS.Rd
===================================================================
--- pkg/RcppSMC/man/pfNonlinBS.Rd	2012-03-19 11:58:15 UTC (rev 3531)
+++ pkg/RcppSMC/man/pfNonlinBS.Rd	2012-03-20 00:30:13 UTC (rev 3532)
@@ -50,5 +50,5 @@
   sim <- simNonlin(len=50)
   res <- pfNonlinBS(sim$data,particles=500,plot=TRUE)
 }
-\author{Adam M. Johansen}
+\author{Adam M. Johansen and Dirk Eddelbuettel}
 \keyword{programming}