[Yuima-commits] r255 - in pkg/yuima: R man

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

Author: abrouste
Date: 2013-10-11 15:56:57 +0200 (Fri, 11 Oct 2013)
New Revision: 255

Modified:
   pkg/yuima/R/qgv.R
   pkg/yuima/man/qgv.Rd
Log:
Frac

Modified: pkg/yuima/R/qgv.R
===================================================================
--- pkg/yuima/R/qgv.R	2013-10-11 13:43:42 UTC (rev 254)
+++ pkg/yuima/R/qgv.R	2013-10-11 13:56:57 UTC (rev 255)
@@ -43,9 +43,6 @@
     
     isfOU<-(bxx && bt) && (dbx && dbt)
 
-    if(isfOU){yuima.warn("It is fOU")} #To be deleted
-    
-    
     if (!is.na(yuima at model@hurst)){
         yuima.warn("No Hurst exponent will be estimated")
         Hconst<-TRUE
@@ -199,8 +196,6 @@
         
         if((!Hconst)&(H>0)){
         sdH<-sqrt(sigma1)/sqrt(N)
-            yuima.warn("sdH computed") #to be deleted
-            
         }
             
         if ((H>0)&(H<1)&(!bconst)){

Modified: pkg/yuima/man/qgv.Rd
===================================================================
--- pkg/yuima/man/qgv.Rd	2013-10-11 13:43:42 UTC (rev 254)
+++ pkg/yuima/man/qgv.Rd	2013-10-11 13:56:57 UTC (rev 255)
@@ -3,20 +3,18 @@
 \title{qgv}
 \description{Estimate the local Holder exponent with quadratic generalized variations method}
 \usage{
-qgv(yuima, filter.type = "Daubechies", order = 2, a = NULL, ...)
+qgv(yuima, filter.type = "Daubechies", order = 2, a = NULL)
 }
 \arguments{
   \item{yuima}{A \code{yuima} object.}
   \item{filter.type}{ The \code{filter.type} can be set to \code{"Daubechies"} or 
-\code{"Classical"}.
-}
+\code{"Classical"}.}
   \item{order}{The order of the filter \code{a} to be chosen}
-}
+
   \item{a}{Any other filter}
 }
-}
 \details{
-Estimation of the Husrt index and the constant of the fractional Ornstein-Uhlenmbeck process.
+Estimation of the Hurst index and the constant of the fractional Ornstein-Uhlenbeck process.
 }
 \value{an object of class qgv
 }
@@ -28,7 +26,20 @@
 See also \code{\link{mmfrac}}.
 }
 \examples{
-#Example
+# Estimating both Hurst parameter and diffusion coefficient in fractional Ornstein-Uhlenbeck
+
+model<-setModel(drift="-x*lambda",hurst=NA,diffusion="theta")
+sampling<-setSampling(T=100,n=10000)
+yui1<-simulate(model,true.param=list(theta=1,lambda=4),hurst=0.7,sampling=sampling)
+qgv(yui1)
+
+
+# Estimating Hurst parameter only in diffusion processes
+
+model2<-setModel(drift="-x*lambda",hurst=NA,diffusion="theta*sqrt(x)")
+sampling<-setSampling(T=1,n=10000)
+yui2<-simulate(model2,true.param=list(theta=1,lambda=4),hurst=0.7,sampling=sampling,xinit=10)
+qgv(yui2)
 }
 % R documentation directory.
 \keyword{ts}
\ No newline at end of file