[Yuima-commits] r39 - in pkg/yuima: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Dec 9 05:07:31 CET 2009
Author: iacus
Date: 2009-12-09 05:07:30 +0100 (Wed, 09 Dec 2009)
New Revision: 39
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/man/adaBayes.Rd
pkg/yuima/man/limiting.gamma.Rd
pkg/yuima/man/model.parameter-class.Rd
pkg/yuima/man/quasi-likelihood.Rd
pkg/yuima/man/rng.Rd
pkg/yuima/man/setCharacteristic.Rd
pkg/yuima/man/setData.Rd
pkg/yuima/man/setModel.Rd
pkg/yuima/man/setSampling.Rd
pkg/yuima/man/setYuima.Rd
pkg/yuima/man/simulate.Rd
pkg/yuima/man/yuima-class.Rd
pkg/yuima/man/yuima.characteristic-class.Rd
pkg/yuima/man/yuima.data-class.Rd
pkg/yuima/man/yuima.model-class.Rd
pkg/yuima/man/yuima.sampling-class.Rd
Log:
edite several docs
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/DESCRIPTION 2009-12-09 04:07:30 UTC (rev 39)
@@ -5,7 +5,7 @@
Date: 2009-12-09
Depends: methods, zoo
Author: YUIMA Project Team.
-Maintainer: stefano.iacus at R-project.org
+Maintainer: Stefano M. Iacus <stefano.iacus at R-project.org>
Description: The YUIMA Project for Simulation and Inference of
Multidimensional Stochastic Differential Equations driven by
with Abstract Noise.
Modified: pkg/yuima/man/adaBayes.Rd
===================================================================
--- pkg/yuima/man/adaBayes.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/adaBayes.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -21,7 +21,7 @@
\value{
\item{vector}{a vector of the paramter estimate}
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
\note{
This routine is not stable and accurate. Dr.Kamatani is now working for improvements.
}
Modified: pkg/yuima/man/limiting.gamma.Rd
===================================================================
--- pkg/yuima/man/limiting.gamma.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/limiting.gamma.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -20,7 +20,7 @@
\item{gamma1}{a theoretical figure for variance of theta1 estimator}
\item{gamma2}{a theoretical figure for variance of theta2 estimator}
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
\note{
we need to fix this routine.
}
Modified: pkg/yuima/man/model.parameter-class.Rd
===================================================================
--- pkg/yuima/man/model.parameter-class.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/model.parameter-class.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -2,20 +2,35 @@
\docType{class}
\alias{model.parameter-class}
-\title{Classes for the parameter description of stochastic differential equations}
+\title{Class for the parameter description of stochastic differential equations}
\description{
The \code{model.parameter-class} is a class of the \pkg{yuima} package.
}
\section{Slots}{
\describe{
- \item{\code{drift}:}{Parameters in drift coefficients in sde.}
- \item{\code{diffusion}:}{Parameters in diffusion coefficients in sde.}
- \item{\code{jump}:}{Parameters in jump coefficients in sde.}
- \item{\code{measure}:}{Parameters in measure coefficients in sde.}
- \item{\code{all}:}{All parameters in sde.}
- \item{\code{common}:}{Common parameters in drift, diffusion, jump
- and measure term.}
+ \item{\code{drift}:}{A vector of names belonging to
+ the drift coefficient.}
+ \item{\code{diffusion}:}{A vector of names of parameters belonging to
+ the diffusion coefficient.}
+ \item{\code{jump}:}{A vector of names of parameters belonging to
+ the jump coefficient.}
+ \item{\code{measure}:}{A vector of names of parameters belonging to
+ the Levy measure.}
+ \item{\code{all}:}{A vector of names of all the parameters found in the
+ components of the model.}
+ \item{\code{common}:}{Vector of names of the parameters in common among
+ drift, diffusion, jump and measure term.}
}
}
-\author{YUIMA Project}
+\details{
+The \code{model.parameter-class} object cannot be directly specified by the user
+but it is constructed when the \code{\link{yuima.model-class}} object is
+constructed via \code{\link{setModel}}.
+All the terms which are not in the list of \emph{solution, state, time, jump} variables
+are considered as parameters. These parameters are
+identified in the different components of the model (drift, diffusion jump part).
+This information is later used to draw inference jointly or separately for
+the different parameters depending on the model in hands.
+}
+\author{The YUIMA Project Team}
\keyword{classes}
Modified: pkg/yuima/man/quasi-likelihood.Rd
===================================================================
--- pkg/yuima/man/quasi-likelihood.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/quasi-likelihood.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -34,7 +34,7 @@
\item{QL}{a real value.}
\item{opt}{a list with components the same as 'optim' function.}
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
\note{
The function ml.ql uses the function optim internally.
}
Modified: pkg/yuima/man/rng.Rd
===================================================================
--- pkg/yuima/man/rng.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/rng.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -37,7 +37,7 @@
\item{rNIG}{A vector of random numbers.}
\item{rbgamma}{A vector of random numbers.}
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
\note{
Random number generators may be rewritten with C language to speed up.
}
Modified: pkg/yuima/man/setCharacteristic.Rd
===================================================================
--- pkg/yuima/man/setCharacteristic.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/setCharacteristic.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -22,7 +22,7 @@
\value{
An object of class \code{characteristic}.
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}
Modified: pkg/yuima/man/setData.Rd
===================================================================
--- pkg/yuima/man/setData.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/setData.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -5,39 +5,56 @@
\alias{length}
\title{
-Set and access data of an `yuima' or `yuima.data' object.
+Set and access data of an 'yuima-class' or
+'yuima.data-class' object.
}
\description{
-\code{setData} is a constructor for \code{yuima.data} class.
-\code{get.zoo.data} returns the \code{zoo.data} field of an \code{yuima.data} object.(warning: value is LIST of zoo's)
-\code{plot} plots the \code{yuima.data} object.
-\code{dim} returns \code{dim} of the \code{zoo.data} field.
-\code{length} returns the \code{length} of the time series in \code{zoo.data} field.
+\code{setData} is a constructor for \code{\link{yuima.data-class}}.
+
+\code{get.zoo.data} returns the \code{zoo.data} slot of a
+\code{\link{yuima.data-class}} object. (Note: value is a \code{list} of
+\code{\link{zoo}} objects).
+
+\code{plot} plots the \code{\link{yuima.data-class}} or
+\code{\link{yuima-class}} objects.
+
+\code{dim} returns the \code{\link{dim}} of the \code{zoo.data} field.
+
+\code{length} returns the \code{\link{length}} of the time series in
+\code{zoo.data} field.
}
\usage{
setData(original.data)
get.zoo.data(x)
}
\arguments{
- \item{original.data}{Some type of data.}
- \item{x}{An object of class \code{yuima.data} or \code{yuima}.}
+ \item{original.data}{Some type of data, usually some sort of time series.
+ The function always tries to convert to the input data into an object of
+ \code{\link{zoo}}-type.}
+ \item{x}{An object of type \code{\link{yuima.data-class}} or
+ \code{\link{yuima-class}}.}
}
\details{
- class \code{yuima.data} has two slots,
- \code{zoo.data} is a list of \code{zoo} version of data, and
- \code{original.data} is a copy of the original data
+The \code{\link{yuima.data-class}} contains two slots.
+
+The slot \code{original.data} contains, as the name suggests,
+a copy of the original data passed by the user and it is intended for backup
+purposes.
+
+Internally, the \pkg{yuima} package stores and operates on
+\code{\link{zoo}}-type objects.
+The \code{\link{zoo}}-fied data are contained in the slot \code{zoo.data}.
}
\value{
- \item{value}{A list of object(s) of class \code{yuima.data} for \code{setData}.
+ \item{value}{A list of object(s) of class \code{\link{yuima.data-class}} for
+ \code{setData}.
The \code{zoo.data} field for \code{get.zoo.data}}
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
\examples{
-library(zoo)
X <- ts(matrix(rnorm(200),100,2))
mydata <- setData(X)
str(get.zoo.data(mydata))
-#plot(get.zoo.data(mydata))
dim(mydata)
length(mydata)
plot(mydata)
@@ -49,6 +66,4 @@
dim(mysde)
length(mysde)
}
-% Add one or more standard keywords, see file 'KEYWORDS' in the
-% R documentation directory.
\keyword{ts}
Modified: pkg/yuima/man/setModel.Rd
===================================================================
--- pkg/yuima/man/setModel.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/setModel.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -7,27 +7,29 @@
\description{
'setModel' is used to give a mathematical description of
- diffusion processes (we will incorporate more general SDEs
- including a jump component in time). All functions in the yuima
+ diffusion processes. All functions relying on the \pkg{yuima}
package should assume to get as much information as possible
- from 'setModel', without replicating the same code in each place.
+ from the different slots of the \code{\link{yuima-class}} structure
+ without replicating the same code twice.
If there are missing pieces of information, some default values
- are used.
+ can be assumed.
}
\usage{
-setModel(drift=NULL, diffusion=NULL, hurst = 0.5, jump.coeff=character(),
-measure=list(), measure.type=character(), state.variable="x",
-jump.variable="z", time.variable="t", solve.variable, xinit)
+setModel(drift = NULL, diffusion = NULL, hurst = 0.5, jump.coeff = character(),
+measure = list(), measure.type = character(), state.variable = "x",
+jump.variable = "z", time.variable = "t", solve.variable, xinit)
}
\arguments{
- \item{drift}{a vector of \code{expression}s (the default value is 0).}
- \item{diffusion}{a matrix of \code{expression}s (the default value is 1).}
- \item{hurst}{the hurst parameter of the gaussian noise. If \code{h=0.5}, the default,
+ \item{drift}{a vector of \code{expression}s (the default value is 0 when
+ \code{drift=NULL}).}
+ \item{diffusion}{a matrix of \code{expression}s (the default value is 1 when
+ \code{diffusion=NULL}).}
+ \item{hurst}{the Hurst parameter of the gaussian noise. If \code{h=0.5}, the default,
the process is Wiener otherwise it is fractional Brownian motion with that precise value
- of the hurst index.}
- \item{jump.coeff}{a matrix of \code{expression}x.}
+ of the Hurst index.}
+ \item{jump.coeff}{a matrix of \code{expression}s for the jump component.}
\item{measure}{Levy measure for jump variables.}
\item{measure.type}{Type specification for Levy measures.}
\item{state.variable}{a vector of names identifying the names used to
@@ -42,72 +44,63 @@
\code{state.variable} as long as we have no exogenous variable other than
statistical parameters in the coefficients (\code{drift} and
\code{diffusion}).}
- \item{xinit}{a vector of numbers identifying the initial figures of data.}
+ \item{xinit}{a vector of numbers identifying the initial value of model.}
}
\details{
-You should look at the vignette and the examples.
+Please refer to the vignettes and the examples or to the \pkg{yuimadocs}
+package.
- An object of \code{yuima.model} contains several ``slots'' below:
- to see inside its structure we use the \R{} command \code{str}.
-
- \code{drift} is an \R{} expression which specifies
- the drift coefficient (a vector).
-
- \code{diffusion} is an \R{} expression which specifies
- the diffusion coefficient (a matrix).
-
- \code{JUMP.COEFF} is coefficients of the jump term.
-
- \code{MEASURE} is a measure of the Levy process.
+An object of \code{\link{yuima.model-class}} contains several slots:
- \code{MEASURE.TYPE} is a type specification of measure,
- such as \code{CP}, \code{code} or \code{density}.
-
- \code{parameter} which is a short name for ``parameters'' which is
- a list of objects:
-
- \code{all} contains the names of all the parameters found in the
- diffusion and drift coefficients;
-
- \code{common} contains the names of the parameters that both the drift
- and the diffusion coefficients contain;
-
- \code{diffusion} contains the parameters belonging only to the diffusion coefficient;
-
- \code{drift} contains the parameters belonging only to the drift
- coefficient.
-
- \code{jump} contains the parameters belonging only to the jump
- coefficient.
-
- \code{measure} contains the parameters belonging only to the measure
- coefficient.
-
- \code{solve.variable} contains a vector of variable names,
- each element corresponds to the name of the solution variable (left-hand-side) of
- each equation in the model, in the corresponding order;
-
- next we have the names of the \code{state.variable}, \code{jump.variable} and \code{time.variable} variables.
- By default, they are assumed to be $x$ and $t$ but the user can freely choose them.
- The \code{yuima.model} function assumes that the user either use default
- names for \code{state.variable}, \code{jump.variable} and \code{time.variable} variables or specify his own names.
- All the rest of the symbols are considered parameters and distributed accordingly
- in the \code{parameter} slot.
-
- \code{noise.number} denotes the number of sources of noise; currently, this is
- the number of independent Brownian motions, but jump noise will be included sometime
- in the future.
-
- \code{equation.number} denotes the dimension of the SDEs.
-
- \code{dimension} reports the dimensions of the parameter given in \code{parameter}.
-
- \code{xinit} denotes the initial numbers of SDEs.
+\describe{
+\item{\code{drift}:}{is an \R{} expression which specifies the drift coefficient
+(a vector).}
+\item{\code{diffusion}:}{is an \R{} expression which specifies the diffusion
+coefficient (a matrix).}
+\item{\code{jump.coeff}:}{is coefficients of the jump term.}
+\item{\code{measure}:}{is a measure of the Levy process}
+\item{\code{measure.type}:}{is a type specification of measure, such as
+ \code{CP}, \code{code} or \code{density}. See below.}
+\item{\code{parameter}:}{which is a short name for ``parameters'', is an object
+ of class \code{\link{model.parameter-class}} which is a list of vectors of
+ names of parameter belonging to the single components of the model (drift,
+ diffusion, jump and measure), the names of common parameters and the names
+ of all parameters. For more details see \code{\link{model.parameter-class}}
+ documentation page.}
+\item{\code{solve.variable}:}{is a vector of variable names, each element
+ corresponds to the name of the solution variable (left-hand-side) of each
+ equation in the model, in the corresponding order.}
+\item{\code{state.variable}:}{used to identify the state variables in the \R{}
+ expression. By default, it is assumed to be \code{x}, otherwise the user can
+ choose any other model specification.}
+\item{\code{jump.variable}:}{the variable for the jump coefficient. By default,
+ it is assumed to be \code{z}, otherwise the user can choose any other model
+ specification.}
+\item{\code{time}:}{the time variable. By default, it is assumed to be \code{t},
+ otherwise the user can choose any other model specification.}
+\item{\code{solve.variable}:}{used to identify the solution variables in the
+ \R{} expression, i.e. the variable with respect to which the stochastic
+ differential equation has to be solved. By default, it is assumed to be
+ \code{x}, otherwise the user can choose any other model specification.}
+\item{\code{noise.number}:}{denotes the number of sources of noise. Currently
+ only for the Gaussian part.}
+\item{\code{equation.number}:}{denotes the dimension of the stochastic
+ differential equation.}
+\item{\code{dimension}:}{the dimensions of the parameter given in the
+ \code{parameter} slot.}
+\item{\code{xinit}:}{denotes the initial value of the stochastic differential
+ equation.}
}
+The \code{\link{yuima.model-class}} structure assumes that the user either uses the default
+names for \code{state.variable}, \code{jump.variable}, \code{solution.variable} and
+\code{time.variable} or specify his own names.
+All the rest of the terms in the \R{} expressions are considered as parameters
+and identified accordingly in the \code{parameter} slot.
+}
\value{
- \item{model}{an object of class 'yuima.model'}
+ \item{model}{an object of class \code{\link{yuima.model-class}}.}
}
\author{The YUIMA Project Team}
Modified: pkg/yuima/man/setSampling.Rd
===================================================================
--- pkg/yuima/man/setSampling.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/setSampling.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -27,7 +27,7 @@
\value{
An object of class \code{sampling}.
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}
Modified: pkg/yuima/man/setYuima.Rd
===================================================================
--- pkg/yuima/man/setYuima.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/setYuima.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -1,30 +1,39 @@
\name{setYuima}
\alias{setYuima}
\title{
-Create a 'yuima' object by combining 'model', 'data', 'sampling' and 'characteristic' object.
+Create a 'yuima' object by combining 'model', 'data', 'sampling' and
+'characteristic' slots.
}
\description{
- \code{setYuima} is a constructor for \code{yuima} class.
+ \code{setYuima} is a constructor for \code{\link{yuima-class}}.
}
\usage{
-setYuima(data,model,sampling,characteristic)
+setYuima(data, model, sampling, characteristic)
}
\arguments{
- \item{data}{an object of class \code{data}}
- \item{model}{an object of class \code{model}}
- \item{sampling}{an object of class \code{sampling}}
- \item{characteristic}{an object of class \code{characteristic}}
+ \item{data}{an object of class \code{\link{yuima.data-class}}.}
+ \item{model}{an object of class \code{\link{yuima.model-class}}.}
+ \item{sampling}{an object of class \code{\link{yuima.sampling-class}}.}
+ \item{characteristic}{an object of class \code{\link{yuima.characteristic-class}}.}
}
\details{
- class \code{yuima} has four slots,
- \code{data} is an object of class \code{data},
- \code{model} is an object of class \code{model},
- \code{sampling} is an object of class \code{sampling}, and
- \code{characteristic} is an object of class \code{characteristic}.
+The \code{yuima-class} object is the main object of the \pkg{yuima} package.
+Some of the slots may be missing.
+
+The \code{data} slot contain the data, either empirical or simulated.
+
+The \code{model} contains the description of the
+(statistical) model which is used to generate the \code{data} via different
+simulation schemes, to draw inference from the \code{data} or both.
+
+The \code{sampling} slot contains information on how the \code{data} have been
+collected or how they should be generated.
+
+The slot \code{characteristic} contains information on \code{PLEASE FINISH THIS}.
}
\value{
- An object of class \code{yuima} for \code{setYuima}.
+ An object of type \code{\link{yuima-class}}.
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
\keyword{ts}
Modified: pkg/yuima/man/simulate.Rd
===================================================================
--- pkg/yuima/man/simulate.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/simulate.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -27,7 +27,7 @@
\value{
\item{yuima}{A multi-dimensional \code{yuima} object(time series object).}
}
-\author{YUIMA Project Team}
+\author{The YUIMA Project Team}
\note{There may be missing information in the simulate description.
Please contribute with suggestions and fixings.
}
Modified: pkg/yuima/man/yuima-class.Rd
===================================================================
--- pkg/yuima/man/yuima-class.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/yuima-class.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -4,14 +4,10 @@
\alias{get.zoo.data,yuima-method}
\alias{plot,yuima-method}
-%\alias{start,yuima-method}
-%\alias{end,yuima-method}
-%\alias{time,yuima-method}
\alias{dim,yuima-method}
\alias{length,yuima-method}
\alias{cce,yuima-method}
\alias{initialize,yuima-method}
-%\alias{setSampling,yuima-method}
\alias{simulate,yuima-method}
\alias{poisson.random.sampling,yuima-method}
\alias{ql,yuima-method}
@@ -21,24 +17,41 @@
\title{Class for stochastic differential equations}
\description{
- The \code{yuima} class is a class of the \pkg{yuima} package.
+ The \code{yuima} S4 class is a class of the \pkg{yuima} package.
}
\section{Slots}{
\describe{
- \item{\code{data}:}{add explanation}
- \item{\code{model}:}{add explanation}
- \item{\code{sampling}:}{add explanation}
- \item{\code{characteristic}:}{add explanation}
+ \item{\code{data}:}{an object of class \code{\link{yuima.data-class}}}
+ \item{\code{model}:}{an object of class \code{\link{yuima.model-class}}}
+ \item{\code{sampling}:}{an object of class
+ \code{\link{yuima.sampling-class}}}
+ \item{\code{characteristic}:}{an object of class
+ \code{\link{yuima.characteristic-class}}}
}
}
+\details{
+The \code{yuima-class} object is the main object of the \pkg{yuima} package.
+Some of the slots may be missing.
+
+The \code{data} slot contain the data, either empirical or simulated.
+
+The \code{model} contains the description of the
+(statistical) model which is used to generate the \code{data} via different
+simulation schemes, to draw inference from the \code{data} or both.
+
+The \code{sampling} slot contains information on how the \code{data} have been
+collected or how they should be generated.
+
+The slot \code{characteristic} contains information on
+ \code{PLEASE FINISH THIS}.
+}
\section{Methods}{
\describe{
- \item{initialize}{\code{signature(x = "yuima")}: intialization method for \code{yuima} object.}
+ \item{initialize}{\code{signature(x = "yuima")}: intialization method for
+ \code{yuima-class} object.}
\item{get.data}{\code{signature(x = "yuima")}: returns \code{data}.}
- \item{plot}{\code{signature(x = "yuima")}: same as for the list of \code{zoo} or \code{ts}.}
- %\item{start}{\code{signature(x = "yuima")}: same as \code{zoo} or \code{ts}.}
- %\item{end}{\code{signature(x = "yuima")}: same as \code{zoo} or \code{ts}.}
- %\item{time}{\code{signature(x = "yuima")}: same as \code{zoo} or \code{ts}.}
+ \item{plot}{\code{signature(x = "yuima")}: same as for the list of
+ \code{\link{zoo}}.}
\item{dim}{\code{signature(x = "yuima")}: the number of SDEs in the
\code{yuima} object.}
\item{length}{\code{signature(x = "yuima")}: a vector of length of
@@ -46,5 +59,5 @@
\item{cce}{\code{signature(x = "yuima")}: Cumulative Covariance Estimator.}
}
}
-\author{YUIMA Project}
+\author{The YUIMA Project Team}
\keyword{classes}
Modified: pkg/yuima/man/yuima.characteristic-class.Rd
===================================================================
--- pkg/yuima/man/yuima.characteristic-class.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/yuima.characteristic-class.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -14,5 +14,5 @@
object.}
}
}
-\author{YUIMA Project}
+\author{The YUIMA Project Team}
\keyword{classes}
Modified: pkg/yuima/man/yuima.data-class.Rd
===================================================================
--- pkg/yuima/man/yuima.data-class.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/yuima.data-class.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -16,7 +16,7 @@
\title{Classes for stochastic differential equations data object}
\description{
- The \code{yuima.data} class is a class of the \pkg{yuima} package.
+ The \code{yuima.data-class} is a class of the \pkg{yuima} package.
}
\section{Slots}{
\describe{
@@ -24,18 +24,30 @@
\item{\code{zoo.data}:}{A list of \code{zoo} format data.}
}
}
+\details{
+This object is one of the slots of the \code{\link{yuima.data-class}}.
+The object contains two slots.
+
+The slot \code{original.data} contains, as the name suggests,
+a copy of the original data passed by the user to the \code{initialize} method
+and/or the \code{\link{setData}} function. It is intended for backup purposes.
+
+Internally, the \pkg{yuima} package stores and operates on
+\code{\link{zoo}}-type objects.
+The \code{\link{zoo}}-fied data are contained in the slot \code{zoo.data}.
+
+If data are obtained by simulation, the \code{original.data} slot
+is usually empty.
+}
\section{Methods}{
\describe{
- \item{initialize}{\code{signature(x = "yuima.data")}: sets both slot of \code{yuima.data} class.}
+ \item{initialize}{\code{signature(x = "yuima.data")}: sets both slot of \code{\link{yuima.data-class}}.}
\item{get.zoo.data}{\code{signature(x = "yuima.data")}: returns slot \code{zoo.data}.}
- \item{plot}{\code{signature(x = "yuima.data")}: same as \code{zoo} or \code{ts}.}
- % \item{start}{\code{signature(x = "yuima.data")}: same as \code{zoo} or \code{ts}.}
- % \item{end}{\code{signature(x = "yuima.data")}: same as \code{zoo} or \code{ts}.}
- % \item{time}{\code{signature(x = "yuima.data")}: same as \code{zoo} or \code{ts}.}
- \item{dim}{\code{signature(x = "yuima.data")}: same as \code{zoo} or \code{ts}.}
- \item{length}{\code{signature(x = "yuima.data")}: same as \code{zoo} or \code{ts}.}
+ \item{plot}{\code{signature(x = "yuima.data")}: same as \code{\link{zoo}}.}
+ \item{dim}{\code{signature(x = "yuima.data")}: same as \code{\link{zoo}}.}
+ \item{length}{\code{signature(x = "yuima.data")}: same as \code{\link{zoo}}.}
\item{cce}{\code{signature(x = "yuima.data")}: Cumulative Covariance Estimator.}
}
}
-\author{YUIMA Project}
+\author{The YUIMA Project Team}
\keyword{classes}
Modified: pkg/yuima/man/yuima.model-class.Rd
===================================================================
--- pkg/yuima/man/yuima.model-class.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/yuima.model-class.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -12,22 +12,38 @@
}
\section{Slots}{
\describe{
- \item{\code{drift}:}{add explanation}
- \item{\code{diffusion}:}{add explanation}
- \item{\code{hurst}:}{add explanation}
- \item{\code{jump.coeff}:}{add explanation}
- \item{\code{measure}:}{add explanation}
- \item{\code{measure.type}:}{add explanation}
- \item{\code{parameter}:}{add explanation}
- \item{\code{state.variable}:}{add explanation}
- \item{\code{jump.variable}:}{add explanation}
- \item{\code{time.variable}:}{add explanation}
- \item{\code{noise.number}:}{add explanation}
- \item{\code{equation.number}:}{add explanation}
- \item{\code{dimension}:}{add explanation}
- \item{\code{solve.variable}:}{add explanation}
- \item{\code{xinit}:}{add explanation}
+ \item{\code{drift}:}{is an \R{} expression which specifies the drift
+ coefficient (a vector).}
+ \item{\code{diffusion}:}{is an \R{} expression which specifies the diffusion
+ coefficient (a matrix).}
+ \item{\code{hurst}:}{the Hurst parameter of the gaussian noise. If
+ \code{h=0.5}, the process is Wiener otherwise it is fractional Brownian
+ motion with that precise value of the Hurst index.}
+ \item{\code{jump.coeff}:}{a matrix of \code{expression}s for the jump
+ component.}
+ \item{\code{measure}:}{Levy measure for jump variables.}
+ \item{\code{measure.type}:}{Type specification for Levy measures.}
+ \item{state.variable}{a vector of names identifying the names used to
+ denote the state variable in the drift and diffusion specifications.}
+ \item{\code{parameter}:}{which is a short name for ``parameters'', is an
+ object of class \code{\link{model.parameter-class}}. For more details see
+ \code{\link{model.parameter-class}} documentation page.}
+ \item{\code{state.variable}:}{identifies the state variables in the \R{}
+ expression.}
+ \item{\code{jump.variable}:}{identifies the variable for the jump
+ coefficient.}
+ \item{\code{time.variable}:}{the time variable.}
+ \item{\code{noise.number}:}{denotes the number of sources of noise.
+ Currently only for the Gaussian part.}
+ \item{\code{equation.number}:}{denotes the dimension of the stochastic
+ differential equation.}
+ \item{\code{dimension}:}{the dimensions of the parameter given in the
+ \code{parameter} slot.}
+ \item{\code{solve.variable}:}{identifies the variable with respect to which
+ the stochastic differential equation has to be solved.}
+ \item{\code{xinit}:}{contains the initial value of the stochastic
+ differential equation.}
}
}
-\author{YUIMA Project}
+\author{The YUIMA Project Team}
\keyword{classes}
Modified: pkg/yuima/man/yuima.sampling-class.Rd
===================================================================
--- pkg/yuima/man/yuima.sampling-class.Rd 2009-12-09 01:50:32 UTC (rev 38)
+++ pkg/yuima/man/yuima.sampling-class.Rd 2009-12-09 04:07:30 UTC (rev 39)
@@ -17,5 +17,5 @@
\item{regular}{whether the ampling is regular. For internal use only.}
}
}
-\author{YUIMA Project}
+\author{The YUIMA Project Team}
\keyword{classes}
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