[Yuima-commits] r352 - in pkg/yuima: . R man

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

Author: kyuta
Date: 2014-11-11 03:18:07 +0100 (Tue, 11 Nov 2014)
New Revision: 352

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/NEWS
   pkg/yuima/R/cce.R
   pkg/yuima/man/cce.Rd
Log:
fixed a bug in cce.R (method "GME")
modified the example of cce.Rd

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2014-11-10 04:41:07 UTC (rev 351)
+++ pkg/yuima/DESCRIPTION	2014-11-11 02:18:07 UTC (rev 352)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package for SDEs
-Version: 1.0.48
-Date: 2014-11-10
+Version: 1.0.49
+Date: 2014-11-11
 Depends: methods, zoo, stats4, utils, expm, cubature, mvtnorm
 Author: YUIMA Project Team
 Maintainer: Stefano M. Iacus <stefano.iacus at unimi.it>

Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS	2014-11-10 04:41:07 UTC (rev 351)
+++ pkg/yuima/NEWS	2014-11-11 02:18:07 UTC (rev 352)
@@ -26,3 +26,5 @@
 2014/11/10: fixed a bug in cce_functions.c
             changed the optimization method of the method "QMLE" of cce
             modified cce.Rd
+2014/11/11: fixed a bug in cce.R (method "GME")
+            modified the example of cce.Rd

Modified: pkg/yuima/R/cce.R
===================================================================
--- pkg/yuima/R/cce.R	2014-11-10 04:41:07 UTC (rev 351)
+++ pkg/yuima/R/cce.R	2014-11-11 02:18:07 UTC (rev 352)
@@ -1240,7 +1240,7 @@
         
         X <- as.numeric(data[[i]])
         
-        N <- length(X)
+        N <- length(X)-1
         
         M <- ceiling(c.multi[i,j]*sqrt(N))
         M <- min(c(M,N)) # M must be smaller than N
@@ -1257,10 +1257,10 @@
         tmp <- .C("msrc",
                   as.integer(M),
                   as.integer(N),
-                  as.double(X),
-                  as.double(X),
-                  as.double(X),
-                  as.double(X),
+                  as.double(X[-1]),
+                  as.double(X[1:N]),
+                  as.double(X[-1]),
+                  as.double(X[1:N]),
                   result=double(M))$result
         
         cmat[i,j] <- (alpha/(1:M))%*%tmp

Modified: pkg/yuima/man/cce.Rd
===================================================================
--- pkg/yuima/man/cce.Rd	2014-11-10 04:41:07 UTC (rev 351)
+++ pkg/yuima/man/cce.Rd	2014-11-11 02:18:07 UTC (rev 352)
@@ -401,7 +401,7 @@
                   state.variable=c("x1","x2"),solve.variable=c("x1","x2"))
                   
 ## Generate a path of the latent process
-set.seed(111)
+set.seed(107)
 yuima.samp <- setSampling(Terminal = 1, n = 11700) 
 yuima <- setYuima(model = model, sampling = yuima.samp) 
 yuima <- simulate(yuima)
@@ -410,7 +410,7 @@
 psample<- poisson.random.sampling(yuima, rate = c(1/5,1/5), n = 11700) 
 
 ## Generate noisy observations
-Omega <- diag(0.005,2) # covariance matrix of noise
+Omega <- 0.005*matrix(c(1,rho,rho,1),2,2) # covariance matrix of noise
 noisy.psample <- noisy.sampling(psample,var.adj=Omega)
 plot(noisy.psample)