[Yuima-commits] r115 - in pkg/yuima: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jul 20 17:05:31 CEST 2010
Author: iacus
Date: 2010-07-20 17:05:31 +0200 (Tue, 20 Jul 2010)
New Revision: 115
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/NEWS
pkg/yuima/R/CPoint.R
pkg/yuima/R/subsampling.R
pkg/yuima/man/CPoint.Rd
Log:
final changes to CPoint & friends
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2010-07-20 14:54:54 UTC (rev 114)
+++ pkg/yuima/DESCRIPTION 2010-07-20 15:05:31 UTC (rev 115)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project package (unstable version)
-Version: 0.1.07
+Version: 0.1.08
Date: 2010-07-20
Depends: methods, zoo, stats4, utils
Suggests: cubature, mvtnorm
Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS 2010-07-20 14:54:54 UTC (rev 114)
+++ pkg/yuima/NEWS 2010-07-20 15:05:31 UTC (rev 115)
@@ -1,4 +1,4 @@
-Changes in Version 0.1.07
+Changes in Version 0.1.08
o added CPoint() for change point estimation
o fixed qmle() to handle models with parameters only
Modified: pkg/yuima/R/CPoint.R
===================================================================
--- pkg/yuima/R/CPoint.R 2010-07-20 14:54:54 UTC (rev 114)
+++ pkg/yuima/R/CPoint.R 2010-07-20 15:05:31 UTC (rev 115)
@@ -9,7 +9,7 @@
t <- mean(c(minT,maxT))
if(t<minT || t>maxT)
- syuima.stop("time 't' out of bounds")
+ yuima.stop("time 't' out of bounds")
grid <- times[which(times<=t)]
qmle(subsampling(yuima, grid=grid), ...)
}
@@ -25,7 +25,7 @@
t <- mean(c(minT,maxT))
if(t<minT || t>maxT)
- syuima.stop("time 't' out of bounds")
+ yuima.stop("time 't' out of bounds")
grid <- times[which(times>=t)]
qmle(subsampling(yuima, grid=grid), ...)
}
Modified: pkg/yuima/R/subsampling.R
===================================================================
--- pkg/yuima/R/subsampling.R 2010-07-20 14:54:54 UTC (rev 114)
+++ pkg/yuima/R/subsampling.R 2010-07-20 15:05:31 UTC (rev 115)
@@ -14,10 +14,11 @@
setMethod("subsampling","yuima",
function(x, sampling, ...){
obj <- NULL
- if(missing(sampling))
+ if(missing(sampling)){
obj <- subsampling(x at data, setSampling(...))
- else
+ } else {
obj <- subsampling(x at data, sampling=sampling)
+ }
obj at model <- x at model
return(obj)
}
Modified: pkg/yuima/man/CPoint.Rd
===================================================================
--- pkg/yuima/man/CPoint.Rd 2010-07-20 14:54:54 UTC (rev 114)
+++ pkg/yuima/man/CPoint.Rd 2010-07-20 15:05:31 UTC (rev 115)
@@ -13,6 +13,9 @@
\item{yuima}{a yuima object.}
\item{param1}{parameter values before the change point t}
\item{param2}{parameter values after the change point t}
+ \item{plot}{plot test statistics? Default is \code{FALSE}.}
+ \item{print}{print some debug output. Default is \code{FALSE}.}
+ \item{t}{time value. See Details.}
\item{...}{passed to \code{\link{qmle}} method. See Examples.}
}
\details{
@@ -102,7 +105,7 @@
# second stage estimator of the change point
CPoint(yuima,param1=coef(tmp11),param2=coef(tmp21))
-## One dimensional example
+## One dimensional example: non linear case
diff.matrix <- matrix("(1+x1^2)^theta1", 1, 1)
drift.c <- c("x1")
@@ -117,7 +120,7 @@
gamma <- 1/4
-theta01 <- theta0+n^(-gamma)
+theta01 <- theta00+n^(-gamma)
t1 <- list(theta1= theta00)
More information about the Yuima-commits
mailing list