[Yuima-commits] r335 - in pkg/yuima: . R

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

Author: iacus
Date: 2014-09-29 14:25:28 +0200 (Mon, 29 Sep 2014)
New Revision: 335

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/R/sim.euler.R
   pkg/yuima/R/simulate.R
Log:
completed Levy, also increment.L works

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2014-09-29 11:40:51 UTC (rev 334)
+++ pkg/yuima/DESCRIPTION	2014-09-29 12:25:28 UTC (rev 335)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package for SDEs
-Version: 1.0.35
+Version: 1.0.36
 Date: 2014-09-29
 Depends: methods, zoo, stats4, utils, expm, cubature, mvtnorm
 Author: YUIMA Project Team

Modified: pkg/yuima/R/sim.euler.R
===================================================================
--- pkg/yuima/R/sim.euler.R	2014-09-29 11:40:51 UTC (rev 334)
+++ pkg/yuima/R/sim.euler.R	2014-09-29 12:25:28 UTC (rev 335)
@@ -10,7 +10,8 @@
 	d.size <- sdeModel at equation.number
 	Terminal <- yuima at sampling@Terminal[1]
 	n <- yuima at sampling@n[1]
-	
+	dL <- env$dL
+    
 #	dX <- xinit
   
 	# 06/11 xinit is an expression: the structure is equal to that of V0   
@@ -247,6 +248,7 @@
       F.env <- new.env(parent=env)
       assign("mu.size", mu.size, envir=F.env)
       assign("N_sharp", N_sharp, envir=F.env)
+   
       randJ <- eval(F, F.env)  ## this expression is evaluated in the F.env
       
       j <- 1
@@ -308,7 +310,10 @@
         cat(paste("Code \"", code, "\" not supported yet.\n", sep=""))
         return(NULL)
       }
-      dZ <- eval(parse(text=dZ))
+      if(!is.null(dL))
+       dZ <- dL
+      else
+       dZ <- eval(parse(text=dZ))
       ##:: calcurate difference eq.
       #print(str(dZ))
       if(is.null(dim(dZ)))

Modified: pkg/yuima/R/simulate.R
===================================================================
--- pkg/yuima/R/simulate.R	2014-09-29 11:40:51 UTC (rev 334)
+++ pkg/yuima/R/simulate.R	2014-09-29 12:25:28 UTC (rev 335)
@@ -176,7 +176,7 @@
               if(space.discretized == TRUE){
                 yuima.warn("Parameter increment must be invalid if space.discretized=TRUE.")
                 return(NULL)
-              }else if(dim(increment.L)[1] != r.size){
+              }else if(dim(increment.L)[1] != length(yuima at model@jump.coeff[[1]]) ){ #r.size){
                 yuima.warn("Length of increment's row must be same as yuima at model@noise.number.")
                 return(NULL)
               }else if(dim(increment.L)[2] != n){
@@ -186,9 +186,9 @@
             }
             
             
+            yuimaEnv$dL <- increment.L
             
             
-            
             if(space.discretized){   	  
               ##:: using Space-discretized Euler-Maruyama method	  
               yuima at data <- space.discretized(xinit, yuima, yuimaEnv)