[Yuima-commits] r403 - in pkg/yuima: . R man

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

Author: iacus
Date: 2016-01-14 10:50:15 +0100 (Thu, 14 Jan 2016)
New Revision: 403

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/NAMESPACE
   pkg/yuima/R/ClassCogarch.R
   pkg/yuima/man/rng.Rd
   pkg/yuima/man/setModel.Rd
Log:
updated rng

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2016-01-14 03:41:48 UTC (rev 402)
+++ pkg/yuima/DESCRIPTION	2016-01-14 09:50:15 UTC (rev 403)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project Package for SDEs
-Version: 1.0.77
+Version: 1.0.78
 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>

Modified: pkg/yuima/NAMESPACE
===================================================================
--- pkg/yuima/NAMESPACE	2016-01-14 03:41:48 UTC (rev 402)
+++ pkg/yuima/NAMESPACE	2016-01-14 09:50:15 UTC (rev 403)
@@ -11,6 +11,9 @@
 
 importFrom(utils, toLatex)
 
+importFrom("graphics", "lines")
+importFrom("stats", "qchisq")
+importFrom("utils", "relist")
 
 # 03/07/2015
 importFrom(stats, time)

Modified: pkg/yuima/R/ClassCogarch.R
===================================================================
--- pkg/yuima/R/ClassCogarch.R	2016-01-14 03:41:48 UTC (rev 402)
+++ pkg/yuima/R/ClassCogarch.R	2016-01-14 09:50:15 UTC (rev 403)
@@ -1,4 +1,4 @@
-# In order to deal the cogarch model in the \texttt{yuima} package 
+# In order to deal the cogarch model in the \texttt{yuima} package
 # We define a new class called \texttt{yuima.cogarch} and its structure 
 # is similar to those used for the carma model.
 # The class \texttt{yuima.cogarch} extends the \texttt{yuima.model} and has

Modified: pkg/yuima/man/rng.Rd
===================================================================
--- pkg/yuima/man/rng.Rd	2016-01-14 03:41:48 UTC (rev 402)
+++ pkg/yuima/man/rng.Rd	2016-01-14 09:50:15 UTC (rev 403)
@@ -1,6 +1,5 @@
 \name{rng}
 \alias{rng}
-
 \alias{rIG}
 \alias{dIG}
 \alias{rNIG}
@@ -14,14 +13,32 @@
 \title{Random numbers and densities}
 \description{\code{simulate} function can use the specific random number generators to generate Levy paths.}
 \usage{
-rIG(x,delta,gamma), dIG(x,delta,gamma)
-rNIG(x,alpha,beta,delta,mu,Lambda), dNIG(x,alpha,beta,delta,mu,Lambda)
-rbgamma(x,delta.plus,gamma.plus,delta.minus,gamma.minus), dbgamma(x,delta.plus,gamma.plus,delta.minus,gamma.minus)
-rngamma(x,lambda,alpha,beta,mu,Lambda), dngamma(x,lambda,alpha,beta,mu,Lambda)
-rstable(x,alpha,beta,sigma,gamma), dstable(x,alpha,beta,sigma,gamma)
+rIG(x,delta,gamma)
+dIG(x,delta,gamma)
+rNIG(x,alpha,beta,delta,mu,Lambda)
+dNIG(x,alpha,beta,delta,mu,Lambda)
+rbgamma(x,delta.plus,gamma.plus,delta.minus,gamma.minus)
+dbgamma(x,delta.plus,gamma.plus,delta.minus,gamma.minus)
+rngamma(x,lambda,alpha,beta,mu,Lambda)
+dngamma(x,lambda,alpha,beta,mu,Lambda)
+rstable(x,alpha,beta,sigma,gamma)
+%dstable(x,alpha,beta,sigma,gamma)
 }
 \arguments{
   \item{x}{Number of R.Ns to be geneated.}
+  \item{delta}{parameter}
+  \item{gamma}{parameter}
+  \item{mu}{parameter}
+  \item{Lambda}{parameter}
+  \item{alpha}{parameter}
+  \item{lambda}{parameter}
+  \item{sigma}{parameter}
+  \item{beta}{parameter}
+  \item{delta.plus}{parameter}
+  \item{gamma.plus}{parameter}
+  \item{delta.minus}{parameter}
+  \item{gamma.minus}{parameter}
+
   % \item{IG (inverse Gaussian)}{delta and gamma are positive valued parameter.}
   % \item{NIG (normal inverse Gaussian)}{alpha and delta are nonnegative number, beta and mu are vector and Lambda is matrix.}
   % \item{bgamma (bilateral gamma)}{All of parameters are positive number.}
@@ -68,6 +85,9 @@
 # Choose the value of sigma, gamma, x.
 # alpha = 0.5, beta=1
 x<-10 # the number of r.n
+beta <- 1
+sigma <- 0.1
+gamma <- 0.1
 rstable(x,0.5,beta,sigma,gamma)
 
 # Ex 3. (Symmetric bilateral gamma)

Modified: pkg/yuima/man/setModel.Rd
===================================================================
--- pkg/yuima/man/setModel.Rd	2016-01-14 03:41:48 UTC (rev 402)
+++ pkg/yuima/man/setModel.Rd	2016-01-14 09:50:15 UTC (rev 403)
@@ -138,7 +138,8 @@
 
 # Ex 3. (Process with jumps (compound Poisson process))
 # To describe
-# dXt = -theta*Xt*dt+sigma*dZtmod3 <- setModel(drift=c("-theta*x"), diffusion="sigma",
+# dXt = -theta*Xt*dt+sigma*dZt
+mod3 <- setModel(drift=c("-theta*x"), diffusion="sigma",
 jump.coeff="1", measure=list(intensity="1", df=list("dnorm(z, 0, 1)")),
 measure.type="CP", solve.variable="x")
 # Look at the model structure by