[Yuima-commits] r256 - pkg/yuima/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Oct 11 15:59:30 CEST 2013
Author: abrouste
Date: 2013-10-11 15:59:30 +0200 (Fri, 11 Oct 2013)
New Revision: 256
Modified:
pkg/yuima/man/mmfrac.Rd
Log:
Frac
Modified: pkg/yuima/man/mmfrac.Rd
===================================================================
--- pkg/yuima/man/mmfrac.Rd 2013-10-11 13:56:57 UTC (rev 255)
+++ pkg/yuima/man/mmfrac.Rd 2013-10-11 13:59:30 UTC (rev 256)
@@ -28,7 +28,13 @@
See also \code{\link{qgv}}.
}
\examples{
-#Example
+# Estimating all Hurst parameter, diffusion coefficient and drift 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)
+mmfrac(yui1)
+
}
% R documentation directory.
\keyword{ts}
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