[Yuima-commits] r318 - in pkg/yuima: . R

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

Author: iacus
Date: 2014-07-31 07:21:55 +0200 (Thu, 31 Jul 2014)
New Revision: 318

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/NEWS
   pkg/yuima/R/yuima.R
   pkg/yuima/R/yuima.sampling.R
Log:
fixed setsampling

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2014-07-07 02:19:11 UTC (rev 317)
+++ pkg/yuima/DESCRIPTION	2014-07-31 05:21:55 UTC (rev 318)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package for SDEs
-Version: 1.0.22
-Date: 2014-07-07
+Version: 1.0.24
+Date: 2014-07-31
 Depends: methods, zoo, stats4, utils, expm
 Suggests: cubature, mvtnorm
 Author: YUIMA Project Team

Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS	2014-07-07 02:19:11 UTC (rev 317)
+++ pkg/yuima/NEWS	2014-07-31 05:21:55 UTC (rev 318)
@@ -20,3 +20,4 @@
 2014/04/28: modified qmle, added carma, modified lasso
 2014/05/04: modified show method, setYuima sets the sampling from the data if sampling is missing
 2014/07/07: modified llag.R, llag.Rd, cce_functions.c; estimated cross-correlation functions are converted to values in [-1,1]
+2014/07/31: fixed setSampling and print methods
\ No newline at end of file

Modified: pkg/yuima/R/yuima.R
===================================================================
--- pkg/yuima/R/yuima.R	2014-07-07 02:19:11 UTC (rev 317)
+++ pkg/yuima/R/yuima.R	2014-07-31 05:21:55 UTC (rev 318)
@@ -360,10 +360,15 @@
         t.max <- unlist(lapply(object at data@zoo.data, function(u) as.character(round(time(u)[which.max(time(u))],3))))
         
         delta <- NULL
+        is.max.delta <- rep("", n.series)
+        have.max.delta <- FALSE
         for(i in 1:n.series){
-            tmp <- length(table(round(diff(time(object at data@zoo.data[[i]]),5))))
+            tmp <- length(table(round(diff(time(object at data@zoo.data[[i]])),5)))
             if(tmp>1){
-             tmp <- NULL
+             tmp <- max(diff(time(object at data@zoo.data[[i]])), na.rm=TRUE)
+             is.max.delta[i] <- "*"
+             have.max.delta <- TRUE
+             #tmp <- NULL
             } else {
              tmp <- diff(time(object at data@zoo.data[[i]]))[1]
             }
@@ -377,6 +382,8 @@
         
         cat(sprintf("\n\nNumber of zoo time series: %d\n", n.series))
         tmp <- data.frame(length=n.length, time.min = t.min, time.max =t.max, delta=delta)
+        if(have.max.delta)
+         tmp <- data.frame(tmp, note=is.max.delta)
         nm <- names(object at data@zoo.data)
         if(is.null(nm)){
          rownames(tmp) <- sprintf("Series %d",1:n.series)
@@ -384,6 +391,8 @@
          rownames(tmp) <- nm
         }
         print(tmp)
+        if(have.max.delta)
+         cat("================\n* : maximal mesh")
     }
     
 })

Modified: pkg/yuima/R/yuima.sampling.R
===================================================================
--- pkg/yuima/R/yuima.sampling.R	2014-07-07 02:19:11 UTC (rev 317)
+++ pkg/yuima/R/yuima.sampling.R	2014-07-31 05:21:55 UTC (rev 318)
@@ -60,8 +60,9 @@
 
 
 # grid is missing, but non random sampling	
-				
-				nTerm <- 0
+
+
+                nTerm <- 0
 	            if(!missing(Terminal)) nTerm <- length(Terminal)
 				nInit <- 0
 				if(!missing(Initial))  nInit <- length(Initial)
@@ -100,7 +101,7 @@
 				if(nInit>0 & nTerm>0 & nObs>0){
 					dims <- c(nInit, nTerm, nObs)
 					ndim <- dims[ which.max(dims) ]
-					Initial <- rep(Initial, ndim)[1:ndim] 	
+                    Initial <- rep(Initial, ndim)[1:ndim]
 					Terminal <- rep(Terminal, ndim)[1:ndim]
 					if( any(Terminal < Initial))
 						stop("\nYUIMA: 'Terminal' < 'Initial'\n")	
@@ -111,6 +112,23 @@
 						grid[[i]] <- seq(Initial[i], Terminal[i], by=delta[i])					
 				}
 
+# Initial + delta + Terminal ( ignored) => n
+                if(nInit>0 & nTerm>0 & nDelta>0){
+                    dims <- c(nInit, nTerm, nDelta)
+                    ndim <- dims[ which.max(dims) ]
+                    delta <- rep(delta, ndim)[1:ndim]
+                    Initial <- rep(Initial, ndim)[1:ndim]
+                    Terminal <- rep(Terminal, ndim)[1:ndim]
+                    if( any(Terminal < Initial))
+                        stop("\nYUIMA: 'Terminal' < 'Initial'\n")
+                    n <- (Terminal-Initial)/delta
+                    n <- rep(n, ndim)[1:ndim]
+                    yuima.warn("'n' (re)defined.")
+                    for(i in 1:ndim)
+                        grid[[i]] <- seq(Initial[i], Terminal[i], by=delta[i])
+                }
+
+
 				.Object at Terminal <- Terminal
 				.Object at Initial <- Initial
 				.Object at n <- n	 
@@ -120,7 +138,7 @@
 				.Object at regular <- TRUE	 
 					 
 				return(.Object)
-           })
+})
 
 setSampling <- function(Initial=0, Terminal=1, n=100, delta, 
  grid, random=FALSE, sdelta=as.numeric(NULL),