[Yuima-commits] r451 - in pkg/yuima: R man

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

Author: lorenzo
Date: 2016-06-15 03:37:31 +0200 (Wed, 15 Jun 2016)
New Revision: 451

Modified:
   pkg/yuima/R/MM.COGARCH.R
   pkg/yuima/R/cogarchNoise.R
   pkg/yuima/man/cogarchNoise.Rd
Log:


Modified: pkg/yuima/R/MM.COGARCH.R
===================================================================
--- pkg/yuima/R/MM.COGARCH.R	2016-06-14 11:25:16 UTC (rev 450)
+++ pkg/yuima/R/MM.COGARCH.R	2016-06-15 01:37:31 UTC (rev 451)
@@ -555,7 +555,7 @@
 #                )
 #   }
 #   if(Est.Incr=="Incr"||Est.Incr=="IncrPar"){
-#     L.Incr<-cogarchNoise(yuima.cogarch=model, data=observ,
+#     L.Incr<-cogarchNoise(yuima = model, data=observ,
 #                             param=as.list(coef), mu=1)
 #     ttt<-observ at zoo.data[[1]]
 #     tt<-index(ttt)
@@ -674,7 +674,7 @@
     )
   }
   if(Est.Incr=="Incr"||Est.Incr=="IncrPar"){
-    L.Incr<-cogarchNoise(yuima.cogarch=model, data=observ,
+    L.Incr<-cogarchNoise(yuima=model, data=observ,
                          param=as.list(coef), mu=1)
     ttt<-observ at zoo.data[[1]]
     tt<-index(ttt)

Modified: pkg/yuima/R/cogarchNoise.R
===================================================================
--- pkg/yuima/R/cogarchNoise.R	2016-06-14 11:25:16 UTC (rev 450)
+++ pkg/yuima/R/cogarchNoise.R	2016-06-15 01:37:31 UTC (rev 451)
@@ -5,7 +5,8 @@
 # for the state process $Y_t$ and then the levy increments definely are:
 # \Delta L_{t}=\frac{\Delta G_{t}}{\sqrt{V_{t}}}.
 
-cogarchNoise<-function(yuima.cogarch, data=NULL, param, mu=1){
+cogarchNoise<-function(yuima, data=NULL, param, mu=1){
+  yuima.cogarch <- yuima
   if(missing(yuima.cogarch))
     yuima.stop("yuima.cogarch or yuima object is missing.")
 

Modified: pkg/yuima/man/cogarchNoise.Rd
===================================================================
--- pkg/yuima/man/cogarchNoise.Rd	2016-06-14 11:25:16 UTC (rev 450)
+++ pkg/yuima/man/cogarchNoise.Rd	2016-06-15 01:37:31 UTC (rev 451)
@@ -7,10 +7,10 @@
 \title{Estimation for the underlying Levy in a COGARCH(p,q) model}
 \description{Retrieve the increment of the underlying Levy for the COGARCH(p,q) process}
 \usage{
-cogarchNoise(yuima.cogarch, data=NULL, param, mu=1)
+cogarchNoise(yuima, data=NULL, param, mu=1)
 }
 \arguments{
-  \item{yuima.cogarch}{a yuima object or an object of \code{\link{yuima.cogarch-class}}.}
+  \item{yuima}{a yuima object or an object of \code{\link{yuima.cogarch-class}}.}
   \item{data}{an object of class \code{\link{yuima.data-class}} contains the observations available at uniformly spaced time. If \code{data=NULL}, the default, the \code{cogarchNoise} uses the data in an object of \code{\link{yuima.data-class}}.}
   \item{param}{\code{list} of parameters for the COGARCH(p,q).}
   \item{mu}{a numeric object that contains the value of the second moments of the levy measure.}