[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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