[Yuima-commits] r387 - in pkg/yuima: . data man

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

Author: lorenzo
Date: 2015-06-08 15:42:08 +0200 (Mon, 08 Jun 2015)
New Revision: 387

Added:
   pkg/yuima/man/LogSPX.Rd
Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/data/LogSPX.rda
   pkg/yuima/man/gmm.rd
Log:
Add SPX data for COGARCH estimation

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2015-06-08 09:52:21 UTC (rev 386)
+++ pkg/yuima/DESCRIPTION	2015-06-08 13:42:08 UTC (rev 387)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project Package for SDEs
-Version: 1.0.70
-Depends: methods, zoo, stats4, utils, expm, cubature, mvtnorm
+Version: 1.0.71
+Depends: R(>= 2.10.0), 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.

Modified: pkg/yuima/data/LogSPX.rda
===================================================================
(Binary files differ)

Added: pkg/yuima/man/LogSPX.Rd
===================================================================
--- pkg/yuima/man/LogSPX.Rd	                        (rev 0)
+++ pkg/yuima/man/LogSPX.Rd	2015-06-08 13:42:08 UTC (rev 387)
@@ -0,0 +1,20 @@
+\name{LogSPX}
+\alias{LogSPX}
+\alias{Data}
+\docType{data}
+\title{
+Five minutes Log SPX prices
+}
+\description{
+Intraday five minutes Standard and Poor 500 Log-prices data ranging from 09 july 2012 to 01 april 2015.
+}
+\usage{data(LogSPX)}
+\details{The dataset is composed by a list where the element \code{Data$allObs} contains the intraday five minutes Standard and Poor cumulative Log-return data computed as \code{Log(P_t)-Log(P_0)} and \code{P_0} is the open SPX price at 09 july 2012. \code{Data$logdayprice} contains daily SPX log prices and. Each day we have the same number of observation and the value is reported in \code{Data$obsinday}. 
+The original data are freely available from the
+\url{http://thebonnotgang.com/}
+}
+
+\examples{
+data(LogSPX)
+}
+\keyword{datasets}

Modified: pkg/yuima/man/gmm.rd
===================================================================
--- pkg/yuima/man/gmm.rd	2015-06-08 09:52:21 UTC (rev 386)
+++ pkg/yuima/man/gmm.rd	2015-06-08 13:42:08 UTC (rev 387)
@@ -15,7 +15,7 @@
 \usage{
 gmm(yuima, data = NULL, start, 
  method="BFGS", fixed = list(), lower, upper, lag.max = NULL, 
- equally.spaced = TRUE, aggregation=TRUE, Est.Incr = "NoIncr", objFun = "L2")
+ equally.spaced = FALSE, aggregation=TRUE, Est.Incr = "NoIncr", objFun = "L2")
 }
 %- maybe also 'usage' for other objects documented here.
 \arguments{