[Yuima-commits] r378 - pkg/yuima/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Apr 26 15:27:51 CEST 2015
Author: iacus
Date: 2015-04-26 15:27:51 +0200 (Sun, 26 Apr 2015)
New Revision: 378
Modified:
pkg/yuima/R/WoodChanfGn.R
pkg/yuima/R/adaBayes.R
pkg/yuima/R/asymptotic_term_second.R
pkg/yuima/R/asymptotic_term_third.R
pkg/yuima/R/asymptotic_term_third_function.R
pkg/yuima/R/cogarchNoise.R
pkg/yuima/R/lse.R
pkg/yuima/R/qgv.R
pkg/yuima/R/simFunctional.R
pkg/yuima/R/yuima.model.R
Log:
update
Modified: pkg/yuima/R/WoodChanfGn.R
===================================================================
--- pkg/yuima/R/WoodChanfGn.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/WoodChanfGn.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -57,7 +57,7 @@
#Traitement des zeros
-#La matrice est définie positive (voir 17)
+#La matrice est definie positive (voir 17)
return(fGn)
Modified: pkg/yuima/R/adaBayes.R
===================================================================
--- pkg/yuima/R/adaBayes.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/adaBayes.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -239,7 +239,7 @@
HaveDiffHess <- FALSE
if(length(start)){
# if(JointOptim){ ### joint optimization
-# if(length(start)>1){ #Â?multidimensional optim
+# if(length(start)>1){ #multidimensional optim
# oout <- optim(start, fj, method = method, hessian = TRUE, lower=lower, upper=upper)
# HESS <- oout$hessian
# HaveDriftHess <- TRUE
Modified: pkg/yuima/R/asymptotic_term_second.R
===================================================================
--- pkg/yuima/R/asymptotic_term_second.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/asymptotic_term_second.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -964,7 +964,7 @@
get_Y_e_V <- Y_e_V(X.t0,de.diffusion,env)
mu <- funcmu(env=env)
- aMat <- funca(env=env) ## ¤³¤³¤Ç¥¨¥é¡¼ 2010/11/24, TBC
+ aMat <- funca(env=env) ## 2010/11/24, TBC
Sigma <- funcsigma(env=env)
invSigma <- solve(Sigma)
Modified: pkg/yuima/R/asymptotic_term_third.R
===================================================================
--- pkg/yuima/R/asymptotic_term_third.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/asymptotic_term_third.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -1035,7 +1035,7 @@
get_Y_e_V <- Y_e_V(X.t0,de.diffusion,env)
mu <- funcmu(env=env)
- aMat <- funca(env=env) ## ¤³¤³¤Ç¥¨¥é¡¼ 2010/11/24, TBC
+ aMat <- funca(env=env) ## 2010/11/24, TBC
Sigma <- funcsigma(env=env)
invSigma <- solve(Sigma)
Modified: pkg/yuima/R/asymptotic_term_third_function.R
===================================================================
--- pkg/yuima/R/asymptotic_term_third_function.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/asymptotic_term_third_function.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -8585,7 +8585,7 @@
tmp[t] <- get_x_rho[,t] %*% tmpY[,j,t]
}
-#Ç¿çªÍ⢩H
+#
# for(i in 1:d.size){
# tmp <- tmp + get_x_rho[i,] * tmpY[i,j,]
# }
Modified: pkg/yuima/R/cogarchNoise.R
===================================================================
--- pkg/yuima/R/cogarchNoise.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/cogarchNoise.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -1,4 +1,4 @@
-# In this code we implement a filter that returns the increments of the undelying lévy process
+# In this code we implement a filter that returns the increments of the undelying levy process
# if the model is a COGARCH(P,Q)
# Using the squared of returns, we obtain the increment of Levy process using the relation
# Y_t=e^{A\Delta t}Y_{t-\Delta t}+e^{A\left(\Delta t\right)}e\left(\Delta G_{t}\right)^{2}.
Modified: pkg/yuima/R/lse.R
===================================================================
--- pkg/yuima/R/lse.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/lse.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -90,7 +90,7 @@
mydots$lower <- unlist( lower[ nm[idx.diff] ])
- if(length(start)>1){ #Â multidimensional optim
+ if(length(start)>1){ #multidimensional optim
oout <- do.call(optim, args=mydots)
} else { ### one dimensional optim
mydots$f <- mydots$fn
Modified: pkg/yuima/R/qgv.R
===================================================================
--- pkg/yuima/R/qgv.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/qgv.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -1,5 +1,5 @@
##:: function qgv
-##:: Estimating the local Hölder exponent of the path and the constant
+##:: Estimating the local Holder exponent of the path and the constant
qgv<- function(yuima, filter.type="Daubechies", order=2, a=NULL){
Modified: pkg/yuima/R/simFunctional.R
===================================================================
--- pkg/yuima/R/simFunctional.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/simFunctional.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -80,7 +80,7 @@
}
resF <- funcF(yuima,X,e,expand.var=expand.var) #calculate F with X,e. size:vector[k.size]
- resf <- funcf(yuima,X,e,expand.var=expand.var) #calculate f with X,e. size:array[k.size,division,r.size+1] ## ¤¤¤Þ, ¤³¤³¤Ç¥¨¥é¡¼ 2010/11/13
+ resf <- funcf(yuima,X,e,expand.var=expand.var) #calculate f with X,e. size:array[k.size,division,r.size+1] ## 2010/11/13
Fe <- numeric(k.size)
for(k in 1:k.size){
Fe[k] <- sum(resf[k,1:division,]*dw)+resF[k] #calculate Fe using resF and resf as (13.2).
Modified: pkg/yuima/R/yuima.model.R
===================================================================
--- pkg/yuima/R/yuima.model.R 2015-04-26 11:44:05 UTC (rev 377)
+++ pkg/yuima/R/yuima.model.R 2015-04-26 13:27:51 UTC (rev 378)
@@ -445,7 +445,7 @@
expr <- expression(0) # expr must have something
}
JUMP <- list(yuima.Simplifyobj(expr))
- } else { # must be matrix, n.col = dimension of Lévy noise
+ } else { # must be matrix, n.col = dimension of Levy noise
jump.coeff <- as.matrix(jump.coeff)
c.j <- ncol(jump.coeff)
r.j <- nrow(jump.coeff)
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