[Yuima-commits] r379 - in pkg/yuima: . man

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

Author: iacus
Date: 2015-04-26 15:28:03 +0200 (Sun, 26 Apr 2015)
New Revision: 379

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/man/hyavar.Rd
   pkg/yuima/man/setCogarch.Rd
Log:
update

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2015-04-26 13:27:51 UTC (rev 378)
+++ pkg/yuima/DESCRIPTION	2015-04-26 13:28:03 UTC (rev 379)
@@ -1,12 +1,12 @@
 Package: yuima
 Type: Package
-Title: The YUIMA Project package for SDEs
+Title: The YUIMA Project Package for SDEs
 Version: 1.0.66
 Date: 2015-04-25
 Depends: methods, zoo, stats4, utils, expm, cubature, mvtnorm
 Author: YUIMA Project Team
 Maintainer: Stefano M. Iacus <stefano.iacus at unimi.it>
-Description: Simulation and Inference for Stochastic Differential Equations
+Description: Simulation and Inference for Stochastic Differential Equations.
 License: GPL-2
 URL: http://R-Forge.R-project.org/projects/yuima/
 

Modified: pkg/yuima/man/hyavar.Rd
===================================================================
--- pkg/yuima/man/hyavar.Rd	2015-04-26 13:27:51 UTC (rev 378)
+++ pkg/yuima/man/hyavar.Rd	2015-04-26 13:28:03 UTC (rev 379)
@@ -120,7 +120,8 @@
   integrate(tmp, 0, T) 
 }
 
-cc.theta(T = 1, diff.coef.1, diff.coef.2, cor.rho)$value # contained in the constructed confidence interval
+# contained in the constructed confidence interval
+cc.theta(T = 1, diff.coef.1, diff.coef.2, cor.rho)$value
 
 # Example. A stochastic differential equation with nonlinear feedback. 
 
@@ -162,13 +163,17 @@
 se.cor <- sqrt(result$avar.cor[1,2]) # estimated standard error of correlation
 
 ## 95\% confidence interval for covariance
-c(lower = cov.est + qnorm(0.025) * se.cov, upper = cov.est + qnorm(0.975) * se.cov) # contains cov.true
+c(lower = cov.est + qnorm(0.025) * se.cov,
+ upper = cov.est + qnorm(0.975) * se.cov) # contains cov.true
 
 ## 95\% confidence interval for correlation
-c(lower = cor.est + qnorm(0.025) * se.cor, upper = cor.est + qnorm(0.975) * se.cor) # contains cor.true
+c(lower = cor.est + qnorm(0.025) * se.cor,
+ upper = cor.est + qnorm(0.975) * se.cor) # contains cor.true
 
-## We can also use the Fisher z transformation to construct a 95\% confidence interval for correlation
-## It often improves the finite sample behavior of the asymptotic theory (cf. Section 4.2.3 of Barndorff-Nielsen and Shephard (2004))
+## We can also use the Fisher z transformation to construct a
+## 95\% confidence interval for correlation
+## It often improves the finite sample behavior of the asymptotic
+## theory (cf. Section 4.2.3 of Barndorff-Nielsen and Shephard (2004))
 z <- atanh(cor.est) # the Fisher z transformation of the estimated correlation
 se.z <- se.cor/(1 - cor.est^2) # standard error for z (calculated by the delta method)
 ## 95\% confidence interval for correlation via the Fisher z transformation

Modified: pkg/yuima/man/setCogarch.Rd
===================================================================
--- pkg/yuima/man/setCogarch.Rd	2015-04-26 13:27:51 UTC (rev 378)
+++ pkg/yuima/man/setCogarch.Rd	2015-04-26 13:28:03 UTC (rev 379)
@@ -27,7 +27,10 @@
 
 }
 \usage{
-setCogarch(p, q, ar.par = "b", ma.par = "a", loc.par = "a0", Cogarch.var = "g", V.var = "v", Latent.var = "y", jump.variable = "z",  time.variable = "t", measure = NULL, measure.type = NULL, XinExpr = FALSE, startCogarch = 0, work = FALSE, ...)
+setCogarch(p, q, ar.par = "b", ma.par = "a", loc.par = "a0", Cogarch.var = "g",
+   V.var = "v", Latent.var = "y", jump.variable = "z",  time.variable = "t",
+   measure = NULL, measure.type = NULL, XinExpr = FALSE, startCogarch = 0,
+   work = FALSE, ...)
 }
 %- maybe also 'usage' for other objects documented here.
 \arguments{