[Yuima-commits] r162 - in pkg/yuima: . R

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

Author: kamatani
Date: 2011-07-29 03:56:29 +0200 (Fri, 29 Jul 2011)
New Revision: 162

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/R/asymptotic_term_second.R
   pkg/yuima/R/llag.R
Log:
fix small bugs

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2011-07-22 07:25:49 UTC (rev 161)
+++ pkg/yuima/DESCRIPTION	2011-07-29 01:56:29 UTC (rev 162)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package (unstable version)
-Version: 0.1.192
-Date: 2011-07-22
+Version: 0.1.1922
+Date: 2011-07-29
 Depends: methods, zoo, stats4, utils
 Suggests: cubature, mvtnorm
 Author: YUIMA Project Team.

Modified: pkg/yuima/R/asymptotic_term_second.R
===================================================================
--- pkg/yuima/R/asymptotic_term_second.R	2011-07-22 07:25:49 UTC (rev 161)
+++ pkg/yuima/R/asymptotic_term_second.R	2011-07-29 01:56:29 UTC (rev 162)
@@ -943,7 +943,7 @@
   ## initialization part
 
 	division <- nrow(X.t0)
-	delta <- T/(division - 1)
+#	delta <- T/(division - 1)
 
 	# make expressions of derivation of V0
 	dx.drift <- Derivation.vector(V0,state,d.size,d.size)

Modified: pkg/yuima/R/llag.R
===================================================================
--- pkg/yuima/R/llag.R	2011-07-22 07:25:49 UTC (rev 161)
+++ pkg/yuima/R/llag.R	2011-07-29 01:56:29 UTC (rev 162)
@@ -63,21 +63,27 @@
 	}
   
 	  mat <- cbind(y[2:(n-1)],tmp[2:(n-1)])
-	  
-	opt <- mat[,1][abs(mat[,2])==max(abs(mat[,2]))][1] # make the first timing of max or min
-	return(-opt)
+		
+	idx <- abs(mat[,2])==max(abs(mat[,2]))
+	mlag <- mat[,1][idx][1] # make the first timing of max or min
+	cov <- mat[,2][idx][1]
+	return(list(lag=-mlag,cov=cov))
 	}
 	
 	theta <- matrix(numeric(d^2),ncol=d)
+	covmat <- cce(dat)$covmat
 	for(i in 1:(d-1)){
 		for(j in (i+1):d){
-			theta[i,j] <- find_lag(i,j)
+			fl <- find_lag(i,j)
+			theta[i,j] <- fl$lag
+			covmat[i,j] <- fl$cov
 			theta[j,i] <- -theta[i,j]
+			covmat[j,i] <- -covmat[i,j]
 		}
 	}
 	
 	
-  covmat <- lagcce(dat at zoo.data,theta)
+#  covmat <- lagcce(dat at zoo.data,theta)
 	cormat <- diag(1/sqrt(diag(covmat)))%*%covmat%*%diag(1/sqrt(diag(covmat)))
 	
   if(verbose==TRUE){