[Yuima-commits] r240 - in pkg/yuima: . R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sun Apr 14 01:58:15 CEST 2013


Author: kyuta
Date: 2013-04-14 01:58:15 +0200 (Sun, 14 Apr 2013)
New Revision: 240

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/NEWS
   pkg/yuima/R/adaBayes.R
Log:
replaced ".Internal(optimhess(...))" by "optimHess(...)" in adaBayes.R

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2013-04-13 15:22:26 UTC (rev 239)
+++ pkg/yuima/DESCRIPTION	2013-04-13 23:58:15 UTC (rev 240)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package (unstable version)
-Version: 0.1.207
+Version: 0.1.208
 Date: 2013-04-14
 Depends: methods, zoo, stats4, utils
 Suggests: cubature, mvtnorm

Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS	2013-04-13 15:22:26 UTC (rev 239)
+++ pkg/yuima/NEWS	2013-04-13 23:58:15 UTC (rev 240)
@@ -9,3 +9,4 @@
 2013/04/13: modify asymptotic_term_second.R, asymptotic_term_third.R, asymptotic_term_third_function.R, cce.R, llag.R
 2013/04/13: modify qmle.R
 2013/04/14: modify qmle.R
+2013/04/14: modify adaBayes.R

Modified: pkg/yuima/R/adaBayes.R
===================================================================
--- pkg/yuima/R/adaBayes.R	2013-04-13 15:22:26 UTC (rev 239)
+++ pkg/yuima/R/adaBayes.R	2013-04-13 23:58:15 UTC (rev 240)
@@ -239,7 +239,7 @@
 	 HaveDiffHess <- FALSE
 	 if(length(start)){
 #		if(JointOptim){ ### joint optimization
-#			if(length(start)>1){ # multidimensional optim
+#			if(length(start)>1){ #Â?multidimensional optim
 #				oout <- optim(start, fj, method = method, hessian = TRUE, lower=lower, upper=upper)
 #				HESS <- oout$hessian
 #				HaveDriftHess <- TRUE
@@ -429,12 +429,14 @@
 #	 warning("one-diml optimization by Nelder-Mead is unreliable: use optimize")
 #	 
 	 if(!HaveDriftHess & (length(drift.par)>0)){
-	  hess2 <- .Internal(optimhess(coef[drift.par], fDrift, NULL, conDrift))
+	  #hess2 <- .Internal(optimhess(coef[drift.par], fDrift, NULL, conDrift))
+	  hess2 <- optimHess(coef[drift.par], fDrift, NULL, control=conDrift)
 	  HESS[drift.par,drift.par] <- hess2	 
 	 }
 
 	 if(!HaveDiffHess  & (length(diff.par)>0)){
-		 hess1 <- .Internal(optimhess(coef[diff.par], fDiff, NULL, conDiff))
+		 #hess1 <- .Internal(optimhess(coef[diff.par], fDiff, NULL, conDiff))
+	   hess1 <- optimHess(coef[diff.par], fDiff, NULL, control=conDiff)
 		 HESS[diff.par,diff.par] <- hess1	 
 	 }
 	 	 


More information about the Yuima-commits mailing list