[Yuima-commits] r65 - pkg/yuima/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Mar 8 03:08:34 CET 2010
Author: abrouste
Date: 2010-03-08 03:08:34 +0100 (Mon, 08 Mar 2010)
New Revision: 65
Modified:
pkg/yuima/R/simulate.R
Log:
indentation
Modified: pkg/yuima/R/simulate.R
===================================================================
--- pkg/yuima/R/simulate.R 2010-03-07 02:26:58 UTC (rev 64)
+++ pkg/yuima/R/simulate.R 2010-03-08 02:08:34 UTC (rev 65)
@@ -177,24 +177,27 @@
delta <- Terminal/n
if(missing(increment.W) | is.null(increment.W)){
- if( sdeModel at hurst!=0.5 ){
- grid<-sampling2grid(yuima at sampling)
+
+ if( sdeModel at hurst!=0.5 ){
+
+ grid<-sampling2grid(yuima at sampling)
+ if(methodfGn=="Cholesky"){
+ dW<-CholeskyfGn(grid, sdeModel at hurst,r.size)
+ } else {
+ cat("\nNot done presently\n")
+ return(NULL)
+ }
- if(methodfGn=="Cholesky"){
- dW<-CholeskyfGn(grid, sdeModel at hurst,r.size)
- }else{
- cat("\nNot done presently\n")
- return(NULL)
- }
-
- } else {
- delta<-Terminal/n
- dW <- rnorm(n * r.size, 0, sqrt(delta))
- dW <- matrix(dW, ncol=n, nrow=r.size,byrow=TRUE)
- }
- } else {
- dW <- increment.W
- }
+ } else {
+
+ delta<-Terminal/n
+ dW <- rnorm(n * r.size, 0, sqrt(delta))
+ dW <- matrix(dW, ncol=n, nrow=r.size,byrow=TRUE)
+ }
+
+ } else {
+ dW <- increment.W
+ }
yuima at data <- euler(xinit, yuima, dW, yuimaEnv)
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