[Yuima-commits] r44 - in pkg/yuima: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Dec 12 15:14:15 CET 2009
Author: hinohide
Date: 2009-12-12 15:14:14 +0100 (Sat, 12 Dec 2009)
New Revision: 44
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/man/simulate.Rd
Log:
corrected simulate.Rd file
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2009-12-12 02:01:08 UTC (rev 43)
+++ pkg/yuima/DESCRIPTION 2009-12-12 14:14:14 UTC (rev 44)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project package
-Version: 0.0.75
+Version: 0.0.76
Date: 2009-12-12
Depends: methods, zoo
Author: YUIMA Project Team.
Modified: pkg/yuima/man/simulate.Rd
===================================================================
--- pkg/yuima/man/simulate.Rd 2009-12-12 02:01:08 UTC (rev 43)
+++ pkg/yuima/man/simulate.Rd 2009-12-12 14:14:14 UTC (rev 44)
@@ -211,6 +211,7 @@
division <- 50*n
T <- n*h
+set.seed(123)
obj.sampling <- setSampling(Terminal=T, division=division)
obj.yuima <- setYuima(model=obj.model, sampling=obj.sampling)
X <- simulate(obj.yuima, xinit=xinit, true.parameter=list(theta=theta, sigma=sigma))
@@ -220,12 +221,21 @@
##:: sample for Levy process ("CP" type)
## specify the jump term as c(x,t,z)
+## same plot as above example
obj.model <- setModel(drift=c("-theta*x"), diffusion="sigma",
-jump.coeff="z",J.flag=TRUE, measure=list(intensity="1", df=list("dnorm(z, 0, 1)")),
+jump.coeff="z", measure=list(intensity="1", df=list("dnorm(z, 0, 1)")),
measure.type="CP", solve.variable="x")
+set.seed(123)
+obj.sampling <- setSampling(Terminal=T, division=division)
+obj.yuima <- setYuima(model=obj.model, sampling=obj.sampling)
+X <- simulate(obj.yuima, xinit=xinit, true.parameter=list(theta=theta, sigma=sigma))
+X11()
+plot(X)
+
+
##:: sample for Levy process ("code" type)
## dX_{t} = -x dt + dZ_t
obj.model <- setModel(drift="-x", xinit=1, jump.coeff="1", measure.type="code", measure=list(df="rIG(z, 1, 0.1)"))
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