[Yuima-commits] r173 - pkg/yuima/R

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

Author: iacus
Date: 2011-08-08 15:40:59 +0200 (Mon, 08 Aug 2011)
New Revision: 173

Modified:
   pkg/yuima/R/phi.test.R
Log:
phi test

Modified: pkg/yuima/R/phi.test.R
===================================================================
--- pkg/yuima/R/phi.test.R	2011-08-08 12:07:35 UTC (rev 172)
+++ pkg/yuima/R/phi.test.R	2011-08-08 13:40:59 UTC (rev 173)
@@ -18,10 +18,10 @@
      H1 <- coef(qmle(yuima, ...))
         est <- TRUE
     }
-	g0 <- quasiloglvec(yuima=yuima, param=H0, print=print, env)
-	g1 <- quasiloglvec(yuima=yuima, param=H1, print=print, env)
-    div <- mean(phi(g1-g0), na.rm=TRUE)
-    stat <- 2*sum(phi(g1-g0), na.rm=TRUE)
+	g0 <- exp(quasiloglvec(yuima=yuima, param=H0, print=print, env))
+	g1 <- exp(quasiloglvec(yuima=yuima, param=H1, print=print, env))
+    div <- mean(phi(exp(g1-g0)), na.rm=TRUE)
+    stat <- 2*sum(phi(exp(g1-g0)), na.rm=TRUE)
     df <- length(H0)
     val <- list(div=div, stat=stat, H0=H0, H1=H1, phi=deparse(substitute(phi)), pvalue=1-pchisq(stat, df=df), df=df,est=est)
     attr(val, "class") <- "phitest"