[Yuima-commits] r140 - in pkg/yuima: . R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Nov 2 14:12:00 CET 2010


Author: hinohide
Date: 2010-11-02 14:12:00 +0100 (Tue, 02 Nov 2010)
New Revision: 140

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/NEWS
   pkg/yuima/R/cce.R
Log:
cce can be handle one dimensional path

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2010-11-02 13:04:47 UTC (rev 139)
+++ pkg/yuima/DESCRIPTION	2010-11-02 13:12:00 UTC (rev 140)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package (unstable version)
-Version: 0.1.179
-Date: 2010-10-30
+Version: 0.1.180
+Date: 2010-11-02
 Depends: methods, zoo, stats4, utils
 Suggests: cubature, mvtnorm
 Author: YUIMA Project Team.

Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS	2010-11-02 13:04:47 UTC (rev 139)
+++ pkg/yuima/NEWS	2010-11-02 13:12:00 UTC (rev 140)
@@ -1,3 +1,5 @@
+Change in Version 0.1.180
+  o a minor bug on cce is fixed.
 Change in Version 0.1.179
   o llag function is added.
 

Modified: pkg/yuima/R/cce.R
===================================================================
--- pkg/yuima/R/cce.R	2010-11-02 13:04:47 UTC (rev 139)
+++ pkg/yuima/R/cce.R	2010-11-02 13:12:00 UTC (rev 140)
@@ -79,8 +79,11 @@
 		}
 		
 	}
-
-    sdmat <- diag(sqrt(diag(cmat)))
-    cormat <- solve(sdmat) %*% cmat %*% solve(sdmat)
+    if(n.series >1){
+      sdmat <- diag(sqrt(diag(cmat)))
+      cormat <- solve(sdmat) %*% cmat %*% solve(sdmat)
+    }else{
+      cormat <- as.matrix(1)
+    }
 	return( list(covmat=cmat,cormat=cormat)  )
 })



More information about the Yuima-commits mailing list