[Yuima-commits] r126 - in pkg/yuima: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Sep 17 12:15:36 CEST 2010
Author: hinohide
Date: 2010-09-17 12:15:35 +0200 (Fri, 17 Sep 2010)
New Revision: 126
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/R/sim.euler.R
Log:
fixed a bug in sim.euler
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2010-08-18 11:53:17 UTC (rev 125)
+++ pkg/yuima/DESCRIPTION 2010-09-17 10:15:35 UTC (rev 126)
@@ -1,8 +1,8 @@
Package: yuima
Type: Package
Title: The YUIMA Project package (unstable version)
-Version: 0.1.15
-Date: 2010-08-18
+Version: 0.1.16
+Date: 2010-09-17
Depends: methods, zoo, stats4, utils
Suggests: cubature, mvtnorm
Author: YUIMA Project Team.
Modified: pkg/yuima/R/sim.euler.R
===================================================================
--- pkg/yuima/R/sim.euler.R 2010-08-18 11:53:17 UTC (rev 125)
+++ pkg/yuima/R/sim.euler.R 2010-09-17 10:15:35 UTC (rev 126)
@@ -127,7 +127,13 @@
}
if(sdeModel at measure.type == "CP"){ ##:: Compound-Poisson type
- eta0 <- eval(sdeModel at measure$intensity)
+
+ ##:: delete 2010/09/13 for simulate func bug fix by s.h
+ ## eta0 <- eval(sdeModel at measure$intensity)
+
+ ##:: add 2010/09/13 for simulate func bug fix by s.h
+ eta0 <- eval(sdeModel at measure$intensity, env) ## intensity param
+
##:: get lambda from nu()
lambda <- integrate(sdeModel at measure$df$func, 0, Inf)$value * eta0
@@ -152,7 +158,16 @@
}else{
stop("Sorry. CP only supports dexp, dnorm and dgamma yet.")
}
- randJ <- eval(F) ## this expression is evaluated locally not in the yuimaEnv
+
+ ##:: delete 2010/09/13 for simulate func bug fix by s.h
+ ## randJ <- eval(F) ## this expression is evaluated locally not in the yuimaEnv
+
+ ##:: add 2010/09/13 for simulate func bug fix by s.h
+ F.env <- new.env(parent=env)
+ assign("mu.size", mu.size, envir=F.env)
+ assign("N_sharp", N_sharp, envir=F.env)
+ randJ <- eval(F, F.env) ## this expression is evaluated in the F.env
+
j <- 1
for(i in 1:n){
if(JAMP==FALSE || sum(i==ij)==0){
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