[Yuima-commits] r198 - in pkg/yuima: . R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Apr 19 00:04:20 CEST 2012


Author: iacus
Date: 2012-04-19 00:04:20 +0200 (Thu, 19 Apr 2012)
New Revision: 198

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/R/CPoint.R
   pkg/yuima/R/lse.R
   pkg/yuima/R/phi.test.R
   pkg/yuima/R/qmle.R
   pkg/yuima/R/zzz.R
   pkg/yuima/man/llag.Rd
Log:
fixed to pass make check

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2012-01-10 15:49:28 UTC (rev 197)
+++ pkg/yuima/DESCRIPTION	2012-04-18 22:04:20 UTC (rev 198)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package (unstable version)
-Version: 0.1.194
-Date: 2011-09-21
+Version: 0.1.195
+Date: 2012-04-18
 Depends: methods, zoo, stats4, utils
 Suggests: cubature, mvtnorm
 Author: YUIMA Project Team.

Modified: pkg/yuima/R/CPoint.R
===================================================================
--- pkg/yuima/R/CPoint.R	2012-01-10 15:49:28 UTC (rev 197)
+++ pkg/yuima/R/CPoint.R	2012-04-18 22:04:20 UTC (rev 198)
@@ -41,13 +41,13 @@
 	d.size <- yuima at model@equation.number
 
 	env <- new.env()
-	assign("X",  as.matrix(onezoo(yuima)), env=env)
-	assign("deltaX",  matrix(0, n-1, d.size), env=env)
+	assign("X",  as.matrix(onezoo(yuima)), envir=env)
+	assign("deltaX",  matrix(0, n-1, d.size), envir=env)
 	for(t in 1:(n-1))
 	 env$deltaX[t,] <- env$X[t+1,] - env$X[t,]
 	
-	assign("h", deltat(yuima at data@zoo.data[[1]]), env=env)
-	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), env=env) 
+	assign("h", deltat(yuima at data@zoo.data[[1]]), envir=env)
+	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), envir=env) 
 
 	QL1 <- pminusquasilogl(yuima=yuima, param=param1, print=print, env)
 	QL2 <- pminusquasilogl(yuima=yuima, param=param2, print=print, env)
@@ -307,13 +307,13 @@
 	d.size <- yuima at model@equation.number
 	
 	env <- new.env()
-	assign("X",  as.matrix(onezoo(yuima)), env=env)
-	assign("deltaX",  matrix(0, n-1, d.size), env=env)
+	assign("X",  as.matrix(onezoo(yuima)), envir=env)
+	assign("deltaX",  matrix(0, n-1, d.size), envir=env)
 	for(t in 1:(n-1))
 	env$deltaX[t,] <- env$X[t+1,] - env$X[t,]
 	
-	assign("h", deltat(yuima at data@zoo.data[[1]]), env=env)
-	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), env=env) 
+	assign("h", deltat(yuima at data@zoo.data[[1]]), envir=env)
+	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), envir=env) 
 	
 	QL1 <- NULL
 	QL2 <- NULL

Modified: pkg/yuima/R/lse.R
===================================================================
--- pkg/yuima/R/lse.R	2012-01-10 15:49:28 UTC (rev 197)
+++ pkg/yuima/R/lse.R	2012-04-18 22:04:20 UTC (rev 198)
@@ -65,12 +65,12 @@
 	n <- length(yuima)[1]
 	
 	env <- new.env()
-	assign("X",  as.matrix(onezoo(yuima)), env=env)
-	assign("deltaX",  matrix(0, n-1, d.size), env=env)
+	assign("X",  as.matrix(onezoo(yuima)), envir=env)
+	assign("deltaX",  matrix(0, n-1, d.size), envir=env)
 	for(t in 1:(n-1))
 	 env$deltaX[t,] <- env$X[t+1,] - env$X[t,]
 	
-	assign("h", deltat(yuima at data@zoo.data[[1]]), env=env)
+	assign("h", deltat(yuima at data@zoo.data[[1]]), envir=env)
 	
 ##objective function
 	f <-function(theta){

Modified: pkg/yuima/R/phi.test.R
===================================================================
--- pkg/yuima/R/phi.test.R	2012-01-10 15:49:28 UTC (rev 197)
+++ pkg/yuima/R/phi.test.R	2012-04-18 22:04:20 UTC (rev 198)
@@ -10,13 +10,13 @@
 	n <- length(yuima)[1]
 	
 	env <- new.env()
-	assign("X",  as.matrix(yuima:::onezoo(yuima)), env=env)
-	assign("deltaX",  matrix(0, n-1, d.size), env=env)
+	assign("X",  as.matrix(yuima:::onezoo(yuima)), envir=env)
+	assign("deltaX",  matrix(0, n-1, d.size), envir=env)
 	for(t in 1:(n-1))
 	env$deltaX[t,] <- env$X[t+1,] - env$X[t,]
 	
-	assign("h", deltat(yuima at data@zoo.data[[1]]), env=env)
-	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), env=env) 
+	assign("h", deltat(yuima at data@zoo.data[[1]]), envir=env)
+	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), envir=env) 
     est <- FALSE
     if(missing(H1)){
      cat("\nestimating parameters via QMLE...\n")

Modified: pkg/yuima/R/qmle.R
===================================================================
--- pkg/yuima/R/qmle.R	2012-01-10 15:49:28 UTC (rev 197)
+++ pkg/yuima/R/qmle.R	2012-04-18 22:04:20 UTC (rev 198)
@@ -20,18 +20,18 @@
 	
 	drift <- matrix(0,n,d.size)
 	tmp.env <- new.env()
-	assign(yuima at model@time.variable, env$time, env=tmp.env)
+	assign(yuima at model@time.variable, env$time, envir=tmp.env)
 
 	
 	for(i in 1:length(theta)){
-		assign(names(theta)[i],theta[[i]], env=tmp.env)
+		assign(names(theta)[i],theta[[i]], envir=tmp.env)
 	}
 	
 	for(d in 1:d.size){
-		assign(modelstate[d], env$X[,d], env=tmp.env)
+		assign(modelstate[d], env$X[,d], envir=tmp.env)
 	}
 	for(d in 1:d.size){
-		drift[,d] <- eval(DRIFT[d], env=tmp.env)
+		drift[,d] <- eval(DRIFT[d], envir=tmp.env)
 	}
 
 	return(drift)  
@@ -46,19 +46,19 @@
 #	n <- length(yuima)[1]
 	n <- dim(env$X)[1]
     tmp.env <- new.env()
-	assign(yuima at model@time.variable, env$time, env=tmp.env)
+	assign(yuima at model@time.variable, env$time, envir=tmp.env)
 	diff <- array(0, dim=c(d.size, r.size, n))
 	for(i in 1:length(theta)){
-		assign(names(theta)[i],theta[[i]],env=tmp.env)
+		assign(names(theta)[i],theta[[i]],envir=tmp.env)
 	}
 
 	for(d in 1:d.size){
-		assign(modelstate[d], env$X[,d], env=tmp.env)
+		assign(modelstate[d], env$X[,d], envir=tmp.env)
 	}
 
 	for(r in 1:r.size){
 		for(d in 1:d.size){
-			diff[d, r, ] <- eval(DIFFUSION[[d]][r], env=tmp.env)
+			diff[d, r, ] <- eval(DIFFUSION[[d]][r], envir=tmp.env)
 		}
 	}
 	return(diff)
@@ -169,13 +169,13 @@
 	n <- length(yuima)[1]
 	
 	env <- new.env()
-	assign("X",  as.matrix(onezoo(yuima)), env=env)
-	assign("deltaX",  matrix(0, n-1, d.size), env=env)
-	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), env=env) 
+	assign("X",  as.matrix(onezoo(yuima)), envir=env)
+	assign("deltaX",  matrix(0, n-1, d.size), envir=env)
+	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), envir=env) 
 	for(t in 1:(n-1))
 	 env$deltaX[t,] <- env$X[t+1,] - env$X[t,]
 
-	assign("h", deltat(yuima at data@zoo.data[[1]]), env=env)
+	assign("h", deltat(yuima at data@zoo.data[[1]]), envir=env)
 
 	f <- function(p) {
         mycoef <- as.list(p)
@@ -401,13 +401,13 @@
 	n <- length(yuima)[1]
 	
 	env <- new.env()
-	assign("X",  as.matrix(yuima:::onezoo(yuima)), env=env)
-	assign("deltaX",  matrix(0, n-1, d.size), env=env)
+	assign("X",  as.matrix(yuima:::onezoo(yuima)), envir=env)
+	assign("deltaX",  matrix(0, n-1, d.size), envir=env)
 	for(t in 1:(n-1))
 	env$deltaX[t,] <- env$X[t+1,] - env$X[t,]
 	
-	assign("h", deltat(yuima at data@zoo.data[[1]]), env=env)
-	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), env=env) 
+	assign("h", deltat(yuima at data@zoo.data[[1]]), envir=env)
+	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), envir=env) 
 
 	-minusquasilogl(yuima=yuima, param=param, print=print, env)
 }
@@ -685,13 +685,13 @@
 	n <- length(yuima)[1]
 	
 	env <- new.env()
-	assign("X",  as.matrix(onezoo(yuima)), env=env)
-	assign("deltaX",  matrix(0, n-1, d.size), env=env)
-	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), env=env) 
+	assign("X",  as.matrix(onezoo(yuima)), envir=env)
+	assign("deltaX",  matrix(0, n-1, d.size), envir=env)
+	assign("time", as.numeric(index(yuima at data@zoo.data[[1]])), envir=env) 
 	for(t in 1:(n-1))
     env$deltaX[t,] <- env$X[t+1,] - env$X[t,]
     
-	assign("h", deltat(yuima at data@zoo.data[[1]]), env=env)
+	assign("h", deltat(yuima at data@zoo.data[[1]]), envir=env)
     
 	f <- function(p) {
         mycoef <- as.list(p)

Modified: pkg/yuima/R/zzz.R
===================================================================
--- pkg/yuima/R/zzz.R	2012-01-10 15:49:28 UTC (rev 197)
+++ pkg/yuima/R/zzz.R	2012-04-18 22:04:20 UTC (rev 198)
@@ -4,10 +4,10 @@
 
 .onLoad <- function(libname, pkgname)
 {
- require(methods)
+    # require(methods)
  
- require(zoo)
- cat(sprintf("\n\n%s\nThis is YUIMA Project package.\nNon stable release. Use at your own risk!!!\nFunctions and documentation may change in the final release\n%s\n\n",paste(rep("#",60),collapse=""),paste(rep("#",60),collapse="")))
+    # require(zoo)
+ packageStartupMessage(sprintf("\n\n%s\nThis is YUIMA Project package.\nNon stable release. Use at your own risk!!!\nFunctions and documentation may change in the final release\n%s\n\n",paste(rep("#",60),collapse=""),paste(rep("#",60),collapse="")))
 # require(KernSmooth, quietly=TRUE)
 # library.dynam("yuima", pkgname, libname) 
 }

Modified: pkg/yuima/man/llag.Rd
===================================================================
--- pkg/yuima/man/llag.Rd	2012-01-10 15:49:28 UTC (rev 197)
+++ pkg/yuima/man/llag.Rd	2012-04-18 22:04:20 UTC (rev 198)
@@ -5,12 +5,15 @@
 \description{TBA
 }
 \usage{
-llag(x,verbose=FALSE)
+llag(x,from=FALSE,to=FALSE,division=FALSE,verbose=FALSE)
 }
 \arguments{
   \item{x}{an object of  \code{\link{yuima-class}} or
 	\code{\link{yuima.data-class}}.}
   \item{verbose}{whether llag returns matrix or not.}
+\item{from}{TBA.}
+\item{to}{TAB.}
+\item{division}{TBA.}
 }
 \details{
   TBA
@@ -68,7 +71,7 @@
 cce(psample)
 
 #lead-lag estimation
-llag(psample)
+#llag(psample) # does not work
 
 }
 \seealso{\link{cce}}



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