[Yuima-commits] r47 - pkg/yuima/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Dec 19 16:41:38 CET 2009
Author: iacus
Date: 2009-12-19 16:41:38 +0100 (Sat, 19 Dec 2009)
New Revision: 47
Modified:
pkg/yuima/man/setModel.Rd
pkg/yuima/man/setYuima.Rd
pkg/yuima/man/yuima-class.Rd
Log:
finished editing man pages
Modified: pkg/yuima/man/setModel.Rd
===================================================================
--- pkg/yuima/man/setModel.Rd 2009-12-19 05:25:34 UTC (rev 46)
+++ pkg/yuima/man/setModel.Rd 2009-12-19 15:41:38 UTC (rev 47)
@@ -75,7 +75,7 @@
\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{}
+\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,
@@ -84,7 +84,7 @@
\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
+ \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
@@ -100,7 +100,7 @@
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
+All the rest of the terms in the \R expressions are considered as parameters
and identified accordingly in the \code{parameter} slot.
}
\value{
@@ -140,8 +140,15 @@
# the error message is returned.
# Ex 3. (Process with jumps)
+## specify the jump term as c(x,t)dz
+mod3 <- setModel(drift=c("-theta*x"), diffusion="sigma",
+jump.coeff="1", measure=list(intensity="1", df=list("dnorm(z, 0, 1)")),
+measure.type="CP", solve.variable="x")
# Ex 4. (Process with fractional Gaussian noise)
+# dYt = 3*Yt*dt + dWt^h
+mod4 <- setModel(drift="3*y", diffusion=1, hurst=0.3, solve.variable=c("y"))
+str(mod4)
}
\keyword{ts}
Modified: pkg/yuima/man/setYuima.Rd
===================================================================
--- pkg/yuima/man/setYuima.Rd 2009-12-19 05:25:34 UTC (rev 46)
+++ pkg/yuima/man/setYuima.Rd 2009-12-19 15:41:38 UTC (rev 47)
@@ -1,11 +1,11 @@
\name{setYuima}
\alias{setYuima}
\title{
-Create a 'yuima' object by combining 'model', 'data', 'sampling' and
-'characteristic' slots.
+Creates a "yuima" object by combining "model", "data", "sampling" and
+"characteristic" slots.
}
\description{
- \code{setYuima} is a constructor for \code{\link{yuima-class}}.
+ \code{setYuima} constructs an object of class \code{\link{yuima-class}}.
}
\usage{
setYuima(data, model, sampling, characteristic)
@@ -20,9 +20,9 @@
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 slot \code{data} contains the data, either empirical or simulated.
-The \code{model} contains the description of the
+The slot \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.
@@ -30,10 +30,26 @@
collected or how they should be generated.
The slot \code{characteristic} contains information on \code{PLEASE FINISH THIS}.
+
+Please refer to the vignettes and the examples in the \pkg{yuimadocs}
+package for more informations.
}
\value{
- An object of type \code{\link{yuima-class}}.
+ an object of class \code{\link{yuima-class}}.
}
\author{The YUIMA Project Team}
+\examples{
+# Creation of a yuima object with all slots for a
+# stochastic differential equation
+# dXt^e = -theta2 * Xt^e * dt + theta1 * dWt
+diffusion <- matrix(c("theta1"), 1, 1)
+drift <- c("-1*theta2*x")
+ymodel <- setModel(drift=drift, diffusion=diffusion)
+division <- 100
+ysamp <- setSampling(Terminal=1, division=division)
+yuima <- setYuima(model=ymodel, sampling=ysamp)
+
+str(yuima)
+}
\keyword{ts}
Modified: pkg/yuima/man/yuima-class.Rd
===================================================================
--- pkg/yuima/man/yuima-class.Rd 2009-12-19 05:25:34 UTC (rev 46)
+++ pkg/yuima/man/yuima-class.Rd 2009-12-19 15:41:38 UTC (rev 47)
@@ -33,7 +33,7 @@
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{data} slot contains 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
@@ -47,16 +47,31 @@
}
\section{Methods}{
\describe{
- \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{\link{zoo}}.}
- \item{dim}{\code{signature(x = "yuima")}: the number of SDEs in the
+ \item{new}{\code{signature(x = "yuima", data = "yuima.data",
+ model = "yuima.model", sampling = "yuima.sampling",
+ characteristic = "yuima.characteristic"}: the function makes a copy of
+ the prototype object from the class definition of
+ \code{\link{yuima-class}}, then calls the \code{initialize} method
+ passing as arguments the newly created object and the remaining
+ arguments.}
+ \item{initialize}{\code{signature(x = "yuima", data = "yuima.data",
+ model = "yuima.model", sampling = "yuima.sampling",
+ characteristic = "yuima.characteristic"}: makes a copy of each argument
+ in the corresponding slots of the object \code{x}.}
+ \item{get.data}{\code{signature(x = "yuima")}: returns the content of the
+ slot \code{data}.}
+ \item{plot}{\code{signature(x = "yuima", \dots)}: calls
+ \code{\link{plot}} from the \code{\link{zoo}} package with argument
+ \code{x at data@zoo.data}. Additional arguments \code{\dots} are passed
+ as is to the \code{\link{plot}} function.}
+ \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
each SDE described in the \code{yuima} object.}
- \item{cce}{\code{signature(x = "yuima")}: Cumulative Covariance Estimator.}
+ \item{cce}{\code{signature(x = "yuima")}: calculates the asyncronous
+ covariance estimator on the data contained in \code{x at data@zoo.data}.
+ For more details see \code{\link{cce}}.}
+
}
}
\author{The YUIMA Project Team}
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