[Yuima-commits] r253 - in pkg: yuima/R yuima/man yuimadocs/inst/doc/JSS
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Oct 11 15:36:25 CEST 2013
Author: iacus
Date: 2013-10-11 15:36:25 +0200 (Fri, 11 Oct 2013)
New Revision: 253
Modified:
pkg/yuima/R/qgv.R
pkg/yuima/man/qgv.Rd
pkg/yuimadocs/inst/doc/JSS/bibliography.bib
Log:
update
Modified: pkg/yuima/R/qgv.R
===================================================================
--- pkg/yuima/R/qgv.R 2013-10-11 12:02:58 UTC (rev 252)
+++ pkg/yuima/R/qgv.R 2013-10-11 13:36:25 UTC (rev 253)
@@ -1,7 +1,7 @@
##:: function qgv
##:: Estimating the local Hölder exponent of the path and the constant
-qgv<- function(yuima, filter.type="Daubechies", order=2, a=NULL, ...){
+qgv<- function(yuima, filter.type="Daubechies", order=2, a=NULL){
call <- match.call()
Modified: pkg/yuima/man/qgv.Rd
===================================================================
--- pkg/yuima/man/qgv.Rd 2013-10-11 12:02:58 UTC (rev 252)
+++ pkg/yuima/man/qgv.Rd 2013-10-11 13:36:25 UTC (rev 253)
@@ -5,7 +5,6 @@
\usage{
qgv(yuima, filter.type = "Daubechies", order = 2, a = NULL, ...)
}
-%- maybe also 'usage' for other objects documented here.
\arguments{
\item{yuima}{A \code{yuima} object.}
\item{filter.type}{ The \code{filter.type} can be set to \code{"Daubechies"} or
@@ -15,39 +14,21 @@
}
\item{a}{Any other filter}
}
- \item{\dots}{
-%% ~~Describe \code{\dots} here~~
}
-}
\details{
-%% ~~ If necessary, more details than the description above ~~
+Estimation of the Husrt index and the constant of the fractional Ornstein-Uhlenmbeck process.
}
-\value{
-%% ~Describe the value returned
-%% If it is a LIST, use
-%% \item{comp1 }{Description of 'comp1'}
-%% \item{comp2 }{Description of 'comp2'}
-%% ...
+\value{an object of class qgv
}
\references{
-%% ~put references to the literature/web site here ~
+Brouste, A., Iacus, S.M. (2013) Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package, Computational Statistics, pp. 1129--1147.
}
-\author{
-%% ~~who you are~~
-}
-\note{
-%% ~~further notes~~
-}
-
-%% ~Make other sections like Warning with \section{Warning }{....} ~
-
+\author{The YUIMA Project Team}
\seealso{
-%% ~~objects to See Also as \code{\link{help}}, ~~~
+See also \code{\link{mmfrac}}.
}
\examples{
#Example
}
-% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
-\keyword{ ~kwd1 }
-\keyword{ ~kwd2 }% __ONLY ONE__ keyword per line
+\keyword{ts}
\ No newline at end of file
Modified: pkg/yuimadocs/inst/doc/JSS/bibliography.bib
===================================================================
--- pkg/yuimadocs/inst/doc/JSS/bibliography.bib 2013-10-11 12:02:58 UTC (rev 252)
+++ pkg/yuimadocs/inst/doc/JSS/bibliography.bib 2013-10-11 13:36:25 UTC (rev 253)
@@ -40,7 +40,7 @@
@article{brouiac12,
-year={2012},
+year={2013},
issn={0943-4062},
journal={Computational Statistics},
doi={10.1007/s00180-012-0365-6},
@@ -48,17 +48,18 @@
url={http://dx.doi.org/10.1007/s00180-012-0365-6},
publisher={Springer-Verlag},
author={Brouste, Alexandre and Iacus, Stefano M.},
-pages={1-19}
+pages={1129--1147}
}
@article{degiac12,
-year={2012},
-journal={arXiv},
+year={2013},
+journal={Journal of Multivariate Analysis},
title={On a family of test statistics for discretely observed diffusion processes},
-url={http://arxiv.org/abs/1111.2689},
+url={http://dx.doi.org/10.1016/j.jmva.2013.08.002},
+volume={122},
author={De Gregorio, A. and Iacus, Stefano M.},
-pages={1-23}
+pages={292--316}
}
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