[Yuima-commits] r225 - pkg/yuimadocs/inst/doc/JSS

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

Author: iacus
Date: 2013-02-07 09:15:49 +0100 (Thu, 07 Feb 2013)
New Revision: 225

Modified:
   pkg/yuimadocs/inst/doc/JSS/article-new.Rnw
Log:
various update

Modified: pkg/yuimadocs/inst/doc/JSS/article-new.Rnw
===================================================================
--- pkg/yuimadocs/inst/doc/JSS/article-new.Rnw	2013-02-07 08:13:30 UTC (rev 224)
+++ pkg/yuimadocs/inst/doc/JSS/article-new.Rnw	2013-02-07 08:15:49 UTC (rev 225)
@@ -863,7 +863,7 @@
 @
 
 \subsection{Quasi Maximum Likelihood Estimation}
-{\bf ADD SOMETHING ON ASYMPT DISTRIBUTION \& SAMPLING SCHEME} 
+{\bf NAKAHIRO: ADD SOMETHING ON ASYMPT DISTRIBUTION \& SAMPLING SCHEME} \par
 Consider the multidimensional diffusion process
 \begin{equation}
 \label{eq:sdemle}
@@ -975,7 +975,7 @@
 %integration, otherwise MCMC method is used.
 \subsubsection{The Effect of Small Sample Size in Drift Estimation}
 It is known from the theory that the estimation of the drift in a diffusion process strongly depend on the length of the observation interval $[0,T]$.
-In our example above, we took $T=n^\frac13$, with $n = \Sexpr{n}$, which is approximatively  \Sexpr{round(n^(1/3),2)}. Now we reduce the sample size to $n=500$ and the value of $T$ is then $T=\Sexpr{round(500^(1/3),2)}$.
+In our example above, we took $T=n^\frac13$, with $n = \Sexpr{n}$, which is approximatively  \Sexpr{round(n^(1/3),2)}. Now we reduce the sample size to $n=500$ and then $T=\Sexpr{round(500^(1/3),2)}$.
 We then apply both quasi-maximum likelihood and adaptive Bayes type estimators to these data
 <<>>=
 n <- 500
@@ -1421,6 +1421,7 @@
 A two stage change-point estimation approach is also possible as explained in  \citet{iacyos09}.
 
 \subsection{LASSO Model Selection}
+{\bf: STEFANO: EXPLAIN WHAT LASSO MEANS}\par
 Let $X_t$ be a  diffusion process solution to
 $$
 \de X_t = a( X_t,\alpha) \de t + b(X_t,\beta)  \de W_t