[Yuima-commits] r62 - pkg/yuimadocs/inst/doc

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

Author: hinohide
Date: 2010-01-29 03:31:50 +0100 (Fri, 29 Jan 2010)
New Revision: 62

Modified:
   pkg/yuimadocs/inst/doc/yuima_3.Rnw
   pkg/yuimadocs/inst/doc/yuima_4.Rnw
Log:
minor fix

Modified: pkg/yuimadocs/inst/doc/yuima_3.Rnw
===================================================================
--- pkg/yuimadocs/inst/doc/yuima_3.Rnw	2010-01-25 05:55:50 UTC (rev 61)
+++ pkg/yuimadocs/inst/doc/yuima_3.Rnw	2010-01-29 02:31:50 UTC (rev 62)
@@ -45,7 +45,7 @@
  where $N_j$ is an iid sequence of standard normal variables.
  The usual discretization scheme is an equidistant one such as 
  \begin{equation}
- \tau_{j+1} - \tau_j = \text{Terminal}/\text{division}
+ \tau_{j+1} - \tau_j = \text{Terminal}/\text{n}
  \end{equation}
  for all $j \geq 0$.
 
@@ -85,7 +85,7 @@
                        state.variable = c("x1", "x2", "x3"), solve.variable = c("x1", "x2", "x3"))
 
  # Change the parameters below if needed
- yuima.samp <- setSampling(Terminal=1,division=1000)
+ yuima.samp <- setSampling(Terminal=1,n=1000)
 
  # make yuima object
  yuima <- setYuima(model=sabr.mod, sampling=yuima.samp)
@@ -107,7 +107,7 @@
 \end{equation}
 for each $j \geq 0$. \code{simulate} takes
 \begin{equation}
-\epsilon^2 = \text{Terminal} / \text{division},
+\epsilon^2 = \text{Terminal} / \text{n},
 \end{equation}
 which coinsides with the mean of the interval  $\tau_{j+1} - \tau_j$. 
 This space-discretizing scheme is 3 times efficient than the usual time-discretizing

Modified: pkg/yuimadocs/inst/doc/yuima_4.Rnw
===================================================================
--- pkg/yuimadocs/inst/doc/yuima_4.Rnw	2010-01-25 05:55:50 UTC (rev 61)
+++ pkg/yuimadocs/inst/doc/yuima_4.Rnw	2010-01-29 02:31:50 UTC (rev 62)
@@ -176,10 +176,10 @@
 rate<-c(p1, p2)
 n <- 1000 
 # Change to n<-1000
-division <- 1200
-# Change too division <- 1200
+n <- 1200
+# Change too n <- 1200
 
-yuima.samp <- setSampling(Terminal=Terminal,division=division)
+yuima.samp <- setSampling(Terminal=Terminal,n=n)
 yuima <- setYuima(model=cor.mod, sampling=yuima.samp)
 
 # solve SDEs using Euler-Maruyama method
@@ -266,35 +266,3 @@
 \caption{A sampled data histogram and Gaussian distribution(theoretical result)}
 \label{fig:histogram}
 \end{figure}
-
-
-
-
-\begin{thebibliography}{99}
-\bibitem{hay-yos05}
-Hayashi, T., Yoshida, N.: 
-On Covariance Estimation of Non-synchronously Observed Diffusion Processes. 
-Bernoulli, {\bf 11}, 2, 359-379 (2005)
-
-
-\bibitem{hay-yos04}
-Hayashi, T., Yoshida, N.: 
-Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes. 
-Annals of the Institute of Statistical Mathematics, 
-{\bf 60}, 2, %/ 2008”N6ŒŽ 
-367-406 (2008)
-
-\bibitem{hay-yos06}
-Hayashi, T., Yoshida, N.: 
-Nonsynchronous Covariance Estimator and Limit Theorem. 
-Research Memorandum No.1020, Institute of Statistical Mathematics, 2006
-
-\bibitem{hay-yos08}
-Hayashi, T., Yoshida, N.: 
-Nonsynchronous Covariance Estimator and Limit Theorem II. 
-Research Memorandum No.1067, Institute of Statistical Mathematics, 2008
-
-\end{thebibliography}
-
-
-