[Yuima-commits] r344 - in pkg/yuima: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Oct 23 19:02:59 CEST 2014
Author: lorenzo
Date: 2014-10-23 19:02:59 +0200 (Thu, 23 Oct 2014)
New Revision: 344
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/R/qmle.R
Log:
Warning Fixed
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2014-10-23 11:37:45 UTC (rev 343)
+++ pkg/yuima/DESCRIPTION 2014-10-23 17:02:59 UTC (rev 344)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project package for SDEs
-Version: 1.0.42
+Version: 1.0.43
Date: 2014-10-23
Depends: methods, zoo, stats4, utils, expm, cubature, mvtnorm
Author: YUIMA Project Team
Modified: pkg/yuima/R/qmle.R
===================================================================
--- pkg/yuima/R/qmle.R 2014-10-23 11:37:45 UTC (rev 343)
+++ pkg/yuima/R/qmle.R 2014-10-23 17:02:59 UTC (rev 344)
@@ -1797,31 +1797,31 @@
}
-yuima.Vinfinity<-function(elForVInf,v){
- # We find the infinity stationary variance-covariance matrix
- A<-elForVInf$A
- sigma<-elForVInf$sigma
-# #p<-dim(A)[1]
-# p<-elForVInf$p
- ATrans<-elForVInf$ATrans
- matrixV<-elForVInf$matrixV
- matrixV[upper.tri(matrixV,diag=TRUE)]<-v
- matrixV<-as.matrix(forceSymmetric(matrixV))
-#matrixV[lower.tri(matrixV)]<-matrixV[upper.tri(matrixV)]
-# l<-rbind(matrix(rep(0,p-1),p-1,1),1)
-# matrixV<-matrix(v,p,p)
+# yuima.Vinfinity<-function(elForVInf,v){
+# # We find the infinity stationary variance-covariance matrix
+# A<-elForVInf$A
+# sigma<-elForVInf$sigma
+# # #p<-dim(A)[1]
+# # p<-elForVInf$p
+# ATrans<-elForVInf$ATrans
+# matrixV<-elForVInf$matrixV
+# matrixV[upper.tri(matrixV,diag=TRUE)]<-v
+# matrixV<-as.matrix(forceSymmetric(matrixV))
+# #matrixV[lower.tri(matrixV)]<-matrixV[upper.tri(matrixV)]
+# # l<-rbind(matrix(rep(0,p-1),p-1,1),1)
+# # matrixV<-matrix(v,p,p)
+#
+# lTrans<-elForVInf$lTrans
+# l<-elForVInf$l
+#
+#
+# RigSid<-l%*%elForVInf$lTrans
+# Matrixobj<-A%*%matrixV+matrixV%*%ATrans+sigma^2*RigSid
+# obj<-sum(Matrixobj^2)
+# obj
+# }
- lTrans<-elForVInf$lTrans
- l<-elForVInf$l
-
-
- RigSid<-l%*%elForVInf$lTrans
- Matrixobj<-A%*%matrixV+matrixV%*%ATrans+sigma^2*RigSid
- obj<-sum(Matrixobj^2)
- obj
-}
-
#carma.kalman<-function(y, tt, p, q, a,bvector, sigma){
carma.kalman<-function(y, u, p, q, a,bvector, sigma, times.obs, V_inf0){
# V_inf0<-matrix(diag(rep(1,p)),p,p)
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