[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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