[Yuima-commits] r533 - in pkg/yuimaGUI: . R inst/yuimaGUI inst/yuimaGUI/www man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Dec 2 15:44:52 CET 2016
Author: phoenix844
Date: 2016-12-02 15:44:51 +0100 (Fri, 02 Dec 2016)
New Revision: 533
Modified:
pkg/yuimaGUI/DESCRIPTION
pkg/yuimaGUI/NAMESPACE
pkg/yuimaGUI/R/sourceCodeYuimaGUI.R
pkg/yuimaGUI/inst/yuimaGUI/global.R
pkg/yuimaGUI/inst/yuimaGUI/server.R
pkg/yuimaGUI/inst/yuimaGUI/ui.R
pkg/yuimaGUI/inst/yuimaGUI/www/custom.css
pkg/yuimaGUI/man/yuimaGUI.Rd
Log:
version for CRAN
Modified: pkg/yuimaGUI/DESCRIPTION
===================================================================
--- pkg/yuimaGUI/DESCRIPTION 2016-12-02 11:28:28 UTC (rev 532)
+++ pkg/yuimaGUI/DESCRIPTION 2016-12-02 14:44:51 UTC (rev 533)
@@ -1,7 +1,7 @@
Package: yuimaGUI
-Type: Package
+Type: Package
Title: A Graphical User Interface for the Yuima Package
-Version: 0.9.4
+Version: 0.9.5
Author: YUIMA Project Team
Maintainer: Emanuele Guidotti <emanuele.guidotti at studenti.unimi.it>
Description: Provides a graphical user interface for the yuima package.
Modified: pkg/yuimaGUI/NAMESPACE
===================================================================
--- pkg/yuimaGUI/NAMESPACE 2016-12-02 11:28:28 UTC (rev 532)
+++ pkg/yuimaGUI/NAMESPACE 2016-12-02 14:44:51 UTC (rev 533)
@@ -1,14 +1,2 @@
#exportPattern("^[[:alpha:]]+")
-export(yuimaGUI)
-
-import("shiny")
-import("shinyBS")
-importFrom("quantmod",getSymbols, Delt)
-import("DT")
-import("shinyjs")
-import("yuima")
-import("shinydashboard")
-
-
-
-
+export(yuimaGUI)
\ No newline at end of file
Modified: pkg/yuimaGUI/R/sourceCodeYuimaGUI.R
===================================================================
--- pkg/yuimaGUI/R/sourceCodeYuimaGUI.R 2016-12-02 11:28:28 UTC (rev 532)
+++ pkg/yuimaGUI/R/sourceCodeYuimaGUI.R 2016-12-02 14:44:51 UTC (rev 533)
@@ -1,9 +1,11 @@
yuimaGUI <- function() {
- suppressWarnings(
- shiny::runApp(
- system.file(
- "yuimaGUI",
- package = "yuimaGUI"
+ utils::capture.output(
+ suppressWarnings(
+ shiny::runApp(
+ system.file(
+ "yuimaGUI",
+ package = "yuimaGUI"
+ )
)
)
)
Modified: pkg/yuimaGUI/inst/yuimaGUI/global.R
===================================================================
--- pkg/yuimaGUI/inst/yuimaGUI/global.R 2016-12-02 11:28:28 UTC (rev 532)
+++ pkg/yuimaGUI/inst/yuimaGUI/global.R 2016-12-02 14:44:51 UTC (rev 533)
@@ -1,28 +1,13 @@
-require(DT)
-require(shinyjs)
-require(yuima)
-require(shiny)
-require(sde)
-require(quantmod)
-require(shinydashboard)
-require(shinyBS)
-require(ggplot2)
+suppressMessages(require(DT))
+suppressMessages(require(shinyjs))
+suppressMessages(require(yuima))
+suppressMessages(require(shiny))
+suppressMessages(require(sde))
+suppressMessages(require(quantmod))
+suppressMessages(require(shinydashboard))
+suppressMessages(require(shinyBS))
+suppressMessages(require(ggplot2))
-
if(!exists("yuimaGUIdata"))
- yuimaGUIdata <<- reactiveValues(series=list(), cp=list(), cpYuima=list(), model=list(), simulation=list(), hedging = list(), llag = list(), cluster = list())
-
-if(!exists("estimateSettings"))
- estimateSettings <<- list()
-
-if(!exists("deltaSettings"))
- deltaSettings <<- list()
-
-if(!exists("toLogSettings"))
- toLogSettings <<- list()
-
-if(!exists("usr_models"))
- usr_models <<- reactiveValues(model=list(), simulation=list())
-
-
+ yuimaGUIdata <- reactiveValues(series=list(), model=list(), usr_model = list(), simulation=list(), usr_simulation = list(), cp=list(), cpYuima=list(), llag = list(), cluster = list(), hedging = list())
Modified: pkg/yuimaGUI/inst/yuimaGUI/server.R
===================================================================
--- pkg/yuimaGUI/inst/yuimaGUI/server.R 2016-12-02 11:28:28 UTC (rev 532)
+++ pkg/yuimaGUI/inst/yuimaGUI/server.R 2016-12-02 14:44:51 UTC (rev 533)
@@ -1,13 +1,12 @@
options(shiny.maxRequestSize = 9*1024^2)
-
+options("getSymbols.warning4.0"=FALSE)
server <- function(input, output, session) {
+ yuimaGUItable <- reactiveValues(series=data.frame(), model=data.frame(), simulation=data.frame(), hedging=data.frame())
+ yuimaGUIsettings <- list(simulation = list(), estimation = list(), delta = list(), toLog = list())
- ### GLOBAL FUNCTIONS
- yuimaGUItable <<- reactiveValues(series=data.frame(), model=data.frame(), simulation=data.frame(), hedging=data.frame())
-
rbind.fill <- function(..., rep = NA){
dots <- list(...)
names <- c()
@@ -92,8 +91,8 @@
observeEvent(yuimaGUIdata$series, priority = 10, {
n <- names(yuimaGUIdata$series)
- for (i in names(estimateSettings)) if(!(i %in% n)) estimateSettings[[i]] <<- NULL
- for (i in names(deltaSettings)) if(!(i %in% n)) deltaSettings[[i]] <<- NULL
+ for (i in names(yuimaGUIsettings$estimation)) if(!(i %in% n)) yuimaGUIsettings$estimation[[i]] <<- NULL
+ for (i in names(yuimaGUIsettings$delta)) if(!(i %in% n)) yuimaGUIsettings$delta[[i]] <<- NULL
})
observeEvent(yuimaGUIdata$hedging, priority = 10, {
@@ -206,13 +205,13 @@
defaultBounds <- function(name, delta, strict, jumps = NA, AR_C = NA, MA_C = NA, data, intensity = NULL, threshold = NULL){
lastPrice = last(data)
- if (name %in% names(isolate({usr_models$model}))){
+ if (name %in% names(isolate({yuimaGUIdata$usr_model}))){
par <- setModelByName(name = name, jumps = jumps, AR_C = AR_C, MA_C = MA_C)@parameter at all
if(strict==TRUE){
lower <- rep(NA, length(par))
upper <- rep(NA, length(par))
} else {
- if (usr_models$model[[name]]$class=="Compound Poisson"){
+ if (yuimaGUIdata$usr_model[[name]]$class=="Compound Poisson"){
lower <- rep(0, length(par))
upper <- rep(1, length(par))
} else {
@@ -414,11 +413,11 @@
setModelByName <- function(name, jumps = NA, AR_C = NA, MA_C = NA, XinExpr = FALSE, intensity = NA){
- if (name %in% names(isolate({usr_models$model}))){
- if (isolate({usr_models$model[[name]]$class=="Diffusion process" | usr_models$model[[name]]$class=="Fractional process"}))
- return(isolate({usr_models$model[[name]]$object}))
- if (isolate({usr_models$model[[name]]$class=="Compound Poisson"}))
- return(setPoisson(intensity = isolate({usr_models$model[[name]]$intensity}), df = setJumps(jumps = jumps), solve.variable = "x"))
+ if (name %in% names(isolate({yuimaGUIdata$usr_model}))){
+ if (isolate({yuimaGUIdata$usr_model[[name]]$class=="Diffusion process" | yuimaGUIdata$usr_model[[name]]$class=="Fractional process"}))
+ return(isolate({yuimaGUIdata$usr_model[[name]]$object}))
+ if (isolate({yuimaGUIdata$usr_model[[name]]$class=="Compound Poisson"}))
+ return(setPoisson(intensity = isolate({yuimaGUIdata$usr_model[[name]]$intensity}), df = setJumps(jumps = jumps), solve.variable = "x"))
}
if (name == "Brownian Motion" | name == "Bm") return(yuima::setModel(drift="mu", diffusion="sigma", solve.variable = "x"))
if (name == "Geometric Brownian Motion" | name == "gBm") return(yuima::setModel(drift="mu*x", diffusion="sigma*x", solve.variable = "x"))
@@ -449,7 +448,7 @@
if (process=="Diffusion process"){
mod <- ""
for (name in names){
- if (name %in% names(isolate({usr_models$model}))){
+ if (name %in% names(isolate({yuimaGUIdata$usr_model}))){
text <- toLatex(setModelByName(name))
x <- paste(text[2:9], collapse = "")
x <- substr(x,3,nchar(x))
@@ -482,7 +481,7 @@
if (process=="Fractional process"){
mod <- ""
for (name in names){
- if (name %in% names(isolate({usr_models$model}))){
+ if (name %in% names(isolate({yuimaGUIdata$usr_model}))){
text <- toLatex(setModelByName(name))
x <- paste(text[2:9], collapse = "")
x <- substr(x,3,nchar(x))
@@ -503,8 +502,8 @@
if (process=="Compound Poisson"){
mod <- paste("X_t = X_0+\\sum_{i=0}^{N_t} Y_i \\; : \\;\\;\\; N_t \\sim Poi\\Bigl(\\int_0^t \\lambda(t)dt\\Bigl)", ifelse(!is.null(jumps), paste(", \\;\\;\\;\\; ", latexJumps(jumps)),""))
for (name in names){
- if (name %in% names(isolate({usr_models$model}))){
- text <- paste("\\lambda(t)=",usr_models$model[[name]]$intensity)
+ if (name %in% names(isolate({yuimaGUIdata$usr_model}))){
+ text <- paste("\\lambda(t)=",yuimaGUIdata$usr_model[[name]]$intensity)
mod <- paste(mod, ifelse(mod=="","","\\\\"), text)
}
if (name == "Power Low Intensity") mod <- paste(mod, ifelse(mod=="","","\\\\"), "\\lambda(t)=\\alpha \\; t^{\\beta}")
@@ -1433,8 +1432,6 @@
-
-
###Save all available data
saveData <- function() {
dataDownload_series <- reactive({
@@ -1470,14 +1467,33 @@
HTML('<iframe width="90%" height="250px" src="https://www.youtube.com/embed/XX_bmCrI_gc?rel=0" frameborder="0" allowfullscreen></iframe>')
})
- # output$certificates <- renderUI({
- # div(align = "center",
- # HTML('<div id="certificate1" style="display: inline-block;"><img src="seville2016.png" class="thumbnail" height="100" width="100" /></div>
- # <div style="display: inline-block;"><img src="oviedo2016.png" class="thumbnail" height="100" width="100" /></div>')
- # )
- # })
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+ ###############################################################################
+
+
+
########################Load Economic and Financial Data
########################
########################
@@ -1719,8 +1735,8 @@
output$model <- renderUI({
choices <- as.vector(defaultModels[names(defaultModels)==input$modelClass])
if(input$modelClass!="Fractional process")
- for(i in names(usr_models$model))
- if (usr_models$model[[i]]$class==input$modelClass) {
+ for(i in names(yuimaGUIdata$usr_model))
+ if (yuimaGUIdata$usr_model[[i]]$class==input$modelClass) {
if(input$modelClass!="Diffusion process") choices <- c(i, choices)
else if (length(setModelByName(name = i)@parameter at all)!=0) choices <- c(i, choices)
}
@@ -1823,34 +1839,34 @@
"Diffusion process" = {
if (input$usr_model_name!="" & (input$usr_model_coeff_drift!="" | input$usr_model_coeff_diff!="")){
mod <- try(setModel(drift = tolower(input$usr_model_coeff_drift), diffusion = tolower(input$usr_model_coeff_diff), solve.variable = "x"))
- if(class(mod)!="try-error") usr_models$model[[input$usr_model_name]] <<- list(object=mod, class=input$usr_modelClass)
+ if(class(mod)!="try-error") yuimaGUIdata$usr_model[[input$usr_model_name]] <<- list(object=mod, class=input$usr_modelClass)
entered <- TRUE
}
},
"Fractional process" = {
if (input$usr_model_name!="" & (input$usr_model_coeff_drift!="" | input$usr_model_coeff_diff!="")){
mod <- try(setModel(drift = tolower(input$usr_model_coeff_drift), diffusion = tolower(input$usr_model_coeff_diff), hurst = NA, solve.variable = "x"))
- if(class(mod)!="try-error") usr_models$model[[input$usr_model_name]] <<- list(object=mod, class=input$usr_modelClass)
+ if(class(mod)!="try-error") yuimaGUIdata$usr_model[[input$usr_model_name]] <<- list(object=mod, class=input$usr_modelClass)
entered <- TRUE
}
},
"Compound Poisson" = {
if (input$usr_model_name!="" & (input$usr_model_coeff_intensity!="")){
mod <- try(setPoisson(intensity = tolower(input$usr_model_coeff_intensity), df = "", solve.variable = "x"))
- if(class(mod)!="try-error") usr_models$model[[input$usr_model_name]] <<- list(intensity=tolower(input$usr_model_coeff_intensity), class=input$usr_modelClass)
+ if(class(mod)!="try-error") yuimaGUIdata$usr_model[[input$usr_model_name]] <<- list(intensity=tolower(input$usr_model_coeff_intensity), class=input$usr_modelClass)
entered <- TRUE
}
},
"Levy process" = {
if (input$usr_model_name!=""){
mod <- try(setModel(drift=input$usr_model_coeff_drift, diffusion=input$usr_model_coeff_diff, measure.type = ifelse(is.na(input$usr_model_coeff_intensity), "code", "CP"), measure = list(intensity = input$usr_model_coeff_intensity, df = ""), solve.variable = "x"))
- if(class(mod)!="try-error") usr_models$model[[input$usr_model_name]] <<- list(intensity=tolower(input$usr_model_coeff_intensity), drift = input$usr_model_coeff_drift, diffusion = input$usr_model_coeff_diff, class=input$usr_modelClass)
+ if(class(mod)!="try-error") yuimaGUIdata$usr_model[[input$usr_model_name]] <<- list(intensity=tolower(input$usr_model_coeff_intensity), drift = input$usr_model_coeff_drift, diffusion = input$usr_model_coeff_diff, class=input$usr_modelClass)
entered <- TRUE
}
}
)
if (entered){
- estimateSettings[[input$usr_model_name]] <<- list()
+ yuimaGUIsettings$estimation[[input$usr_model_name]] <<- list()
closeAlert(session, "alert_savingModels")
if(class(mod)!="try-error") createAlert(session = session, anchorId = "panel_set_model_alert", alertId = "alert_savingModels", style = "success", content = "Model saved successfully")
else createAlert(session = session, anchorId = "panel_set_model_alert", alertId = "alert_savingModels", style = "error", content = "Model is not correctly specified")
@@ -1858,25 +1874,25 @@
})
observe({
- for(mod in names(estimateSettings))
- if (!(mod %in% c(names(usr_models$model), names(defaultModels))))
- estimateSettings[[mod]] <<- list()
+ for(mod in names(yuimaGUIsettings$estimation))
+ if (!(mod %in% c(names(yuimaGUIdata$usr_model), names(defaultModels))))
+ yuimaGUIsettings$estimation[[mod]] <<- list()
})
output$usr_model_saved <- renderUI({
- if (length(names(usr_models$model))!=0)
- selectInput("usr_model_saved", label = "Saved Models", choices = names(usr_models$model), selected = tail(names(usr_models$model),1))
+ if (length(names(yuimaGUIdata$usr_model))!=0)
+ selectInput("usr_model_saved", label = "Saved Models", choices = names(yuimaGUIdata$usr_model), selected = tail(names(yuimaGUIdata$usr_model),1))
})
output$usr_model_saved_latex <- renderUI({
input$usr_model_button_save
- if (!is.null(input$usr_model_saved)) if (input$usr_model_saved %in% names(usr_models$model))
- withMathJax(printModelLatex(input$usr_model_saved, process = usr_models$model[[input$usr_model_saved]]$class))
+ if (!is.null(input$usr_model_saved)) if (input$usr_model_saved %in% names(yuimaGUIdata$usr_model))
+ withMathJax(printModelLatex(input$usr_model_saved, process = yuimaGUIdata$usr_model[[input$usr_model_saved]]$class))
})
observeEvent(input$usr_model_button_delete, {
for (i in input$usr_model_saved)
- usr_models$model[i] <<- NULL
+ yuimaGUIdata$usr_model[i] <<- NULL
})
@@ -2087,66 +2103,66 @@
observe({
class <- isolate({input$modelClass})
for (symb in rownames(seriesToEstimate$table)){
- if (is.null(deltaSettings[[symb]])) {
+ if (is.null(yuimaGUIsettings$delta[[symb]])) {
i <- index(getData(symb))
- if(is.numeric(i)) deltaSettings[[symb]] <<- mode(diff(i))
- else deltaSettings[[symb]] <<- 0.01
+ if(is.numeric(i)) yuimaGUIsettings$delta[[symb]] <<- mode(diff(i))
+ else yuimaGUIsettings$delta[[symb]] <<- 0.01
}
- if (is.null(toLogSettings[[symb]])) toLogSettings[[symb]] <<- FALSE
+ if (is.null(yuimaGUIsettings$toLog[[symb]])) yuimaGUIsettings$toLog[[symb]] <<- FALSE
data <- na.omit(as.numeric(getData(symb)))
- if (toLogSettings[[symb]]==TRUE) data <- log(data)
+ if (yuimaGUIsettings$toLog[[symb]]==TRUE) data <- log(data)
for (modName in input$model){
if (class(try(setModelByName(modName, intensity = input$model_levy_intensity, jumps = jumps_shortcut(class = class, jumps = input$jumps), AR_C = ifelse(class %in% c("CARMA","COGARCH"), input$AR_C, NA), MA_C = ifelse(class %in% c("CARMA","COGARCH"), input$MA_C, NA))))!="try-error"){
- if (is.null(estimateSettings[[modName]]))
- estimateSettings[[modName]] <<- list()
- if (is.null(estimateSettings[[modName]][[symb]]))
- estimateSettings[[modName]][[symb]] <<- list()
- if (is.null(estimateSettings[[modName]][[symb]][["fixed"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
- estimateSettings[[modName]][[symb]][["fixed"]] <<- list()
- if (is.null(estimateSettings[[modName]][[symb]][["start"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
- estimateSettings[[modName]][[symb]][["start"]] <<- list()
- if (is.null(estimateSettings[[modName]][[symb]][["threshold"]]))
- estimateSettings[[modName]][[symb]][["threshold"]] <<- setThreshold(class = class, data = data)
+ if (is.null(yuimaGUIsettings$estimation[[modName]]))
+ yuimaGUIsettings$estimation[[modName]] <<- list()
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]]))
+ yuimaGUIsettings$estimation[[modName]][[symb]] <<- list()
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["fixed"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
+ yuimaGUIsettings$estimation[[modName]][[symb]][["fixed"]] <<- list()
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["start"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
+ yuimaGUIsettings$estimation[[modName]][[symb]][["start"]] <<- list()
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["threshold"]]))
+ yuimaGUIsettings$estimation[[modName]][[symb]][["threshold"]] <<- setThreshold(class = class, data = data)
startMinMax <- defaultBounds(name = modName,
jumps = jumps_shortcut(class = class, jumps = input$jumps),
intensity = input$model_levy_intensity,
- threshold = estimateSettings[[modName]][[symb]][["threshold"]],
+ threshold = yuimaGUIsettings$estimation[[modName]][[symb]][["threshold"]],
AR_C = ifelse(class %in% c("CARMA","COGARCH"), input$AR_C, NA),
MA_C = ifelse(class %in% c("CARMA","COGARCH"), input$MA_C, NA),
strict = FALSE,
data = data,
- delta = deltaSettings[[symb]])
+ delta = yuimaGUIsettings$delta[[symb]])
upperLower <- defaultBounds(name = modName,
jumps = jumps_shortcut(class = class, jumps = input$jumps),
intensity = input$model_levy_intensity,
- threshold = estimateSettings[[modName]][[symb]][["threshold"]],
+ threshold = yuimaGUIsettings$estimation[[modName]][[symb]][["threshold"]],
AR_C = ifelse(class %in% c("CARMA","COGARCH"), input$AR_C, NA),
MA_C = ifelse(class %in% c("CARMA","COGARCH"), input$MA_C, NA),
strict = TRUE,
data = data,
- delta = deltaSettings[[symb]])
+ delta = yuimaGUIsettings$delta[[symb]])
- if (is.null(estimateSettings[[modName]][[symb]][["startMin"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
- estimateSettings[[modName]][[symb]][["startMin"]] <<- startMinMax$lower
- if (is.null(estimateSettings[[modName]][[symb]][["startMax"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
- estimateSettings[[modName]][[symb]][["startMax"]] <<- startMinMax$upper
- if (is.null(estimateSettings[[modName]][[symb]][["upper"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
- estimateSettings[[modName]][[symb]][["upper"]] <<- upperLower$upper
- if (is.null(estimateSettings[[modName]][[symb]][["lower"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
- estimateSettings[[modName]][[symb]][["lower"]] <<- upperLower$lower
- if (is.null(estimateSettings[[modName]][[symb]][["method"]])){
- if(class=="COGARCH" | class=="CARMA") estimateSettings[[modName]][[symb]][["method"]] <<- "SANN"
- else estimateSettings[[modName]][[symb]][["method"]] <<- "L-BFGS-B"
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["startMin"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
+ yuimaGUIsettings$estimation[[modName]][[symb]][["startMin"]] <<- startMinMax$lower
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["startMax"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
+ yuimaGUIsettings$estimation[[modName]][[symb]][["startMax"]] <<- startMinMax$upper
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["upper"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
+ yuimaGUIsettings$estimation[[modName]][[symb]][["upper"]] <<- upperLower$upper
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["lower"]]) | !(class %in% c("Diffusion process", "Fractional process")) | prev_buttonDelta!=input$advancedSettingsButtonApplyDelta | prev_buttonAllDelta!=input$advancedSettingsButtonApplyAllDelta)
+ yuimaGUIsettings$estimation[[modName]][[symb]][["lower"]] <<- upperLower$lower
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["method"]])){
+ if(class=="COGARCH" | class=="CARMA") yuimaGUIsettings$estimation[[modName]][[symb]][["method"]] <<- "SANN"
+ else yuimaGUIsettings$estimation[[modName]][[symb]][["method"]] <<- "L-BFGS-B"
}
- if (is.null(estimateSettings[[modName]][[symb]][["trials"]]))
- estimateSettings[[modName]][[symb]][["trials"]] <<- 1
- if (is.null(estimateSettings[[modName]][[symb]][["seed"]]))
- estimateSettings[[modName]][[symb]][["seed"]] <<- NA
- if (is.null(estimateSettings[[modName]][[symb]][["joint"]]))
- estimateSettings[[modName]][[symb]][["joint"]] <<- FALSE
- if (is.null(estimateSettings[[modName]][[symb]][["aggregation"]]))
- estimateSettings[[modName]][[symb]][["aggregation"]] <<- TRUE
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["trials"]]))
+ yuimaGUIsettings$estimation[[modName]][[symb]][["trials"]] <<- 1
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["seed"]]))
+ yuimaGUIsettings$estimation[[modName]][[symb]][["seed"]] <<- NA
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["joint"]]))
+ yuimaGUIsettings$estimation[[modName]][[symb]][["joint"]] <<- FALSE
+ if (is.null(yuimaGUIsettings$estimation[[modName]][[symb]][["aggregation"]]))
+ yuimaGUIsettings$estimation[[modName]][[symb]][["aggregation"]] <<- TRUE
}
}
}
@@ -2167,13 +2183,13 @@
})
output$advancedSettingsDelta <- renderUI({
if (!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries))
- return (numericInput("advancedSettingsDelta", label = paste("delta", input$advancedSettingsSeries), value = deltaSettings[[input$advancedSettingsSeries]]))
+ return (numericInput("advancedSettingsDelta", label = paste("delta", input$advancedSettingsSeries), value = yuimaGUIsettings$delta[[input$advancedSettingsSeries]]))
})
output$advancedSettingsToLog <- renderUI({
if (!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries)){
choices <- FALSE
if (all(getData(input$advancedSettingsSeries)>0)) choices <- c(FALSE, TRUE)
- return (selectInput("advancedSettingsToLog", label = "Convert to log", choices = choices, selected = toLogSettings[[input$advancedSettingsSeries]]))
+ return (selectInput("advancedSettingsToLog", label = "Convert to log", choices = choices, selected = yuimaGUIsettings$toLog[[input$advancedSettingsSeries]]))
}
})
output$advancedSettingsModel <- renderUI({
@@ -2192,13 +2208,13 @@
})
#REMOVE# output$advancedSettingsFixed <- renderUI({
#REMOVE# if (!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries) & !is.null(input$advancedSettingsParameter))
- #REMOVE# numericInput(inputId = "advancedSettingsFixed", label = "fixed", value = ifelse(is.null(estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["fixed"]][[input$advancedSettingsParameter]]),NA,estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["fixed"]][[input$advancedSettingsParameter]]))
+ #REMOVE# numericInput(inputId = "advancedSettingsFixed", label = "fixed", value = ifelse(is.null(yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["fixed"]][[input$advancedSettingsParameter]]),NA,yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["fixed"]][[input$advancedSettingsParameter]]))
#REMOVE#})
output$advancedSettingsStart <- renderUI({
if (#REMOVE# !is.null(input$advancedSettingsFixed) &
!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries) & !is.null(input$advancedSettingsParameter))
#REMOVE# if (is.na(input$advancedSettingsFixed))
- numericInput(inputId = "advancedSettingsStart", label = "start", value = estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["start"]][[input$advancedSettingsParameter]])
+ numericInput(inputId = "advancedSettingsStart", label = "start", value = yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["start"]][[input$advancedSettingsParameter]])
})
output$advancedSettingsStartMin <- renderUI({
input$advancedSettingsButtonApplyDelta
@@ -2207,7 +2223,7 @@
!is.null(input$advancedSettingsStart) & !is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries) & !is.null(input$advancedSettingsParameter))
if (#REMOVE# is.na(input$advancedSettingsFixed) &
is.na(input$advancedSettingsStart))
- numericInput(inputId = "advancedSettingsStartMin", label = "start: Min", value = estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["startMin"]][[input$advancedSettingsParameter]])
+ numericInput(inputId = "advancedSettingsStartMin", label = "start: Min", value = yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["startMin"]][[input$advancedSettingsParameter]])
})
output$advancedSettingsStartMax <- renderUI({
input$advancedSettingsButtonApplyDelta
@@ -2216,105 +2232,105 @@
!is.null(input$advancedSettingsStart) & !is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries) & !is.null(input$advancedSettingsParameter))
if (#REMOVE# is.na(input$advancedSettingsFixed) &
is.na(input$advancedSettingsStart))
- numericInput(inputId = "advancedSettingsStartMax", label = "start: Max", value = estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["startMax"]][[input$advancedSettingsParameter]])
+ numericInput(inputId = "advancedSettingsStartMax", label = "start: Max", value = yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["startMax"]][[input$advancedSettingsParameter]])
})
output$advancedSettingsLower <- renderUI({
if (#REMOVE# !is.null(input$advancedSettingsFixed) &
!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries) & !is.null(input$advancedSettingsParameter))
#REMOVE# if (is.na(input$advancedSettingsFixed))
if (input$advancedSettingsMethod=="L-BFGS-B" | input$advancedSettingsMethod=="Brent")
- numericInput("advancedSettingsLower", label = "lower", value = estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["lower"]][[input$advancedSettingsParameter]])
+ numericInput("advancedSettingsLower", label = "lower", value = yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["lower"]][[input$advancedSettingsParameter]])
})
output$advancedSettingsUpper <- renderUI({
if (#REMOVE# !is.null(input$advancedSettingsFixed) &
!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries) & !is.null(input$advancedSettingsParameter))
#REMOVE# if (is.na(input$advancedSettingsFixed))
if (input$advancedSettingsMethod=="L-BFGS-B" | input$advancedSettingsMethod=="Brent")
- numericInput("advancedSettingsUpper", label = "upper", value = estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["upper"]][[input$advancedSettingsParameter]])
+ numericInput("advancedSettingsUpper", label = "upper", value = yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["upper"]][[input$advancedSettingsParameter]])
})
#REMOVE# output$advancedSettingsJoint <- renderUI({
#REMOVE# if (!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries))
- #REMOVE# selectInput("advancedSettingsJoint", label = "joint", choices = c(FALSE, TRUE), selected = estimateSettings[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["joint"]])
+ #REMOVE# selectInput("advancedSettingsJoint", label = "joint", choices = c(FALSE, TRUE), selected = yuimaGUIsettings$estimation[[input$advancedSettingsModel]][[input$advancedSettingsSeries]][["joint"]])
#REMOVE# })
output$advancedSettingsMethod <- renderUI({
if (!is.null(input$advancedSettingsModel) & !is.null(input$advancedSettingsSeries))
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/yuima -r 533
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