[Yuima-commits] r320 - pkg/yuima/man

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

Author: iacus
Date: 2014-09-02 13:32:59 +0200 (Tue, 02 Sep 2014)
New Revision: 320

Added:
   pkg/yuima/man/yuima.CP.qmle-class.Rd
Modified:
   pkg/yuima/man/llag.Rd
   pkg/yuima/man/qmle.Rd
Log:
update

Modified: pkg/yuima/man/llag.Rd
===================================================================
--- pkg/yuima/man/llag.Rd	2014-09-02 11:32:30 UTC (rev 319)
+++ pkg/yuima/man/llag.Rd	2014-09-02 11:32:59 UTC (rev 320)
@@ -55,14 +55,18 @@
 \examples{
 
 ## Set a model
-diff.coef.matrix <- matrix(c("sqrt(x1)", "3/5*sqrt(x2)","1/3*sqrt(x3)", 
-"", "4/5*sqrt(x2)","2/3*sqrt(x3)","","","2/3*sqrt(x3)"), 3, 3) 
+diff.coef.matrix <- matrix(c("sqrt(x1)", "3/5*sqrt(x2)",
+ "1/3*sqrt(x3)", "", "4/5*sqrt(x2)","2/3*sqrt(x3)",
+ "","","2/3*sqrt(x3)"), 3, 3) 
 drift <- c("1-x1","2*(10-x2)","3*(4-x3)")
-cor.mod <- setModel(drift = drift, diffusion = diff.coef.matrix,solve.variable = c("x1", "x2","x3")) 
+cor.mod <- setModel(drift = drift, 
+ diffusion = diff.coef.matrix,
+ solve.variable = c("x1", "x2","x3")) 
 
 set.seed(111) 
 
-## We use a function poisson.random.sampling to get observation by Poisson sampling.
+## We use a function poisson.random.sampling 
+# to get observation by Poisson sampling.
 yuima.samp <- setSampling(Terminal = 1, n = 1200) 
 yuima <- setYuima(model = cor.mod, sampling = yuima.samp) 
 yuima <- simulate(yuima,xinit=c(1,7,5)) 
@@ -85,7 +89,8 @@
 
 
 #sampled data by Poisson rules
-psample<- poisson.random.sampling(yuima, rate = c(0.2,0.3,0.4), n = 1000) 
+psample<- poisson.random.sampling(yuima, 
+ rate = c(0.2,0.3,0.4), n = 1000) 
 
 
 # plot

Modified: pkg/yuima/man/qmle.Rd
===================================================================
--- pkg/yuima/man/qmle.Rd	2014-09-02 11:32:30 UTC (rev 319)
+++ pkg/yuima/man/qmle.Rd	2014-09-02 11:32:59 UTC (rev 320)
@@ -20,7 +20,7 @@
 %ql(yuima,theta2,theta1,h,print=FALSE,param)
 %rql(yuima,theta2,theta1,ptheta2,ptheta1,h,print=FALSE,param,prevparam)
 qmle(yuima, start, method="BFGS", fixed = list(), print=FALSE, lower, upper, 
- joint=FALSE, Est.Incr="Carma.IncPar",aggregation=TRUE, ...)
+ joint=FALSE, Est.Incr="Carma.IncPar",aggregation=TRUE, threshold=NULL, ...)
 quasilogl(yuima, param, print=FALSE)
 lse(yuima, start, lower, upper, method = "BFGS", ...)
 }
@@ -43,6 +43,8 @@
   \item{joint}{perform joint estimation or two stage estimation? by default \code{joint=FALSE}.}
   \item{Est.Incr}{If the yuima model is an object of \code{\link{yuima.carma-class}} the \code{qmle} returns an object of \code{\link{yuima.carma.qmle-class}} or object of class \code{mle-class}. By default \code{Est.Incr="Carma.IncPar"}.}
   \item{aggregation}{If \code{aggregation=TRUE}, before the estimation of the levy parameters we aggregate the increments.}
+  \item{threshold}{If the model has Compund Poisson type jumps, the threshold is
+  used to perform thresholding of the increments.}
   \item{...}{passed to \code{\link{optim}} method. See Examples.}
 }
 \details{

Added: pkg/yuima/man/yuima.CP.qmle-class.Rd
===================================================================
--- pkg/yuima/man/yuima.CP.qmle-class.Rd	                        (rev 0)
+++ pkg/yuima/man/yuima.CP.qmle-class.Rd	2014-09-02 11:32:59 UTC (rev 320)
@@ -0,0 +1,36 @@
+\name{yuima.CP.qmle-class}
+\docType{class}
+\alias{yuima.CP.qmle-class}
+\alias{yuima.qmle-class}
+\alias{plot,yuima.CP.qmle,ANY-method}
+\alias{qmle.CP}
+\alias{CP.qmle}
+
+\title{Class for Quasi Maximum Likelihood Estimation of Compound Poisson-based and SDE models}
+\description{
+  The \code{yuima.CP.qmle} class is a class of the  \pkg{yuima} package that extends the \code{mle-class} of the \pkg{stats4} package.
+}
+\section{Slots}{
+  \describe{
+    \item{\code{Jump.times}:}{a vector which contains the estimated time of jumps.}
+    \item{\code{Jump.values}:}{a vector which contains the jumps.}
+    \item{\code{X.values}:}{the value of the process at the jump times.}
+    \item{\code{model}:}{is an object of of \code{\link{yuima.model-class}}.}
+    \item{\code{call}:}{is an object of class \code{language}. }
+    \item{\code{coef}:}{is an object of class \code{numeric} that contains estimated parameters.}
+    \item{\code{fullcoef}:}{is an object of class \code{numeric} that contains estimated and fixed parameters.}
+    \item{\code{vcov}:}{is an object of class \code{matrix}.}
+    \item{\code{min}:}{is an object of class \code{numeric}.}
+    \item{\code{minuslogl}:}{is an object of class \code{function}.}
+    \item{\code{method}:}{is an object of class \code{character}.}
+    \item{\code{model}:}{is an object of class \code{yuima.model-class}.}
+  }
+}
+\section{Methods}{
+  \describe{
+    \item{plot}{Plot method for plotting the jump times.}
+    \item{Methods mle}{All methods for \code{mle-class} are available.}
+  }
+}
+\author{The YUIMA Project Team}
+\keyword{classes}