[Yuima-commits] r429 - in pkg/yuima: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue May 17 17:50:56 CEST 2016
Author: lorenzo
Date: 2016-05-17 17:50:56 +0200 (Tue, 17 May 2016)
New Revision: 429
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/R/ClassCogarch.R
pkg/yuima/R/DiagnosticCogarch.R
pkg/yuima/R/MM.COGARCH.R
pkg/yuima/R/simulate.R
pkg/yuima/man/cogarch.est.incr.rd
pkg/yuima/man/cogarch.est.rd
Log:
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2016-04-25 13:02:28 UTC (rev 428)
+++ pkg/yuima/DESCRIPTION 2016-05-17 15:50:56 UTC (rev 429)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
-Version: 1.0.85
+Version: 1.0.86
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/R/ClassCogarch.R
===================================================================
--- pkg/yuima/R/ClassCogarch.R 2016-04-25 13:02:28 UTC (rev 428)
+++ pkg/yuima/R/ClassCogarch.R 2016-05-17 15:50:56 UTC (rev 429)
@@ -31,7 +31,7 @@
# Class 'gmm.cogarch'
setClass("cogarch.est",representation(
- model = "yuima",
+ yuima = "yuima",
objFun="character"),
contains="mle"
)
Modified: pkg/yuima/R/DiagnosticCogarch.R
===================================================================
--- pkg/yuima/R/DiagnosticCogarch.R 2016-04-25 13:02:28 UTC (rev 428)
+++ pkg/yuima/R/DiagnosticCogarch.R 2016-05-17 15:50:56 UTC (rev 429)
@@ -19,7 +19,7 @@
model<-yuima.cogarch
}else{
if(is(yuima.cogarch,"cogarch.est")){
- model<-yuima.cogarch at model@model
+ model<-yuima.cogarch at yuima@model
if(length(param)==0){
param<-coef(yuima.cogarch)
}
Modified: pkg/yuima/R/MM.COGARCH.R
===================================================================
--- pkg/yuima/R/MM.COGARCH.R 2016-04-25 13:02:28 UTC (rev 428)
+++ pkg/yuima/R/MM.COGARCH.R 2016-05-17 15:50:56 UTC (rev 429)
@@ -669,7 +669,7 @@
fullcoef = unlist(coef),
vcov = vcov, min = min, details = details,
method = method,
- model = setYuima(model=model),
+ yuima = setYuima(model=model),
objFun = objFun
)
}
@@ -686,7 +686,7 @@
vcov = vcov, min = min, details = list(),
method = character(),
Incr.Lev = L.Incr_Fin,
- model = setYuima(data = L.Incr$Cogarch,
+ yuima = setYuima(data = L.Incr$Cogarch,
model=model), nobs=as.integer(length(L.Incr)+1),
logL.Incr = numeric(),
objFun= objFun
@@ -718,15 +718,15 @@
measure=model at measure,
measure.type=model at measure.type,
aggregation=aggregation,
- dt=1/env$deltaData
- )
+ dt=env$deltaData
+ )##Modified 17/05/2016
if(is.null(result.Lev)){
res<-new("cogarch.est.incr", call = call, coef = coef, fullcoef = unlist(coef),
vcov = vcov, min = min, details = list(),
method = character(),
Incr.Lev=L.Incr_Fin,
- model = setYuima(data = L.Incr$Cogarch,
+ yuima = setYuima(data = L.Incr$Cogarch,
model=model),
nobs=as.integer(length(L.Incr)+1),
logL.Incr = numeric(),
@@ -759,7 +759,7 @@
vcov = cov, min = min, details = list(),
method = character(),
Incr.Lev=L.Incr_Fin,
- model = setYuima(data = L.Incr$Cogarch,
+ yuima = setYuima(data = L.Incr$Cogarch,
model=model), nobs=as.integer(length(L.Incr)+1),
logL.Incr = tryCatch(-result.Lev$value,error=function(theta){NULL}),
objFun= objFun
@@ -1180,7 +1180,7 @@
MeanI = mean(data),
SdI = sd(data),
logLI = object at logL.Incr,
- TypeI = object at model@model at measure.type,
+ TypeI = object at yuima@model at measure.type,
NumbI = length(data),
StatI =summary(data)
)
Modified: pkg/yuima/R/simulate.R
===================================================================
--- pkg/yuima/R/simulate.R 2016-04-25 13:02:28 UTC (rev 428)
+++ pkg/yuima/R/simulate.R 2016-05-17 15:50:56 UTC (rev 429)
@@ -834,7 +834,7 @@
Time<-index(object at Incr.Lev)
Incr.L<-coredata(object at Incr.Lev)
- model <- object at model
+ model <- object at yuima@model
EndT <- Time[length(Time)]
numb <- (length(Incr.L)+1)
valpar<-coef(object)
Modified: pkg/yuima/man/cogarch.est.incr.rd
===================================================================
--- pkg/yuima/man/cogarch.est.incr.rd 2016-04-25 13:02:28 UTC (rev 428)
+++ pkg/yuima/man/cogarch.est.incr.rd 2016-05-17 15:50:56 UTC (rev 429)
@@ -14,7 +14,7 @@
\section{Slots}{
\describe{
\item{\code{Incr.Lev}:}{is an object of class \code{\link{zoo}} that contains the estimated increments of the noise obtained using \code{\link{cogarchNoise}}.}
- \item{\code{model}:}{is an object of of \code{\link{yuima-class}}.}
+ \item{\code{yuima}:}{is an object of of \code{\link{yuima-class}}.}
\item{\code{logL.Incr}:}{is an object of class \code{numeric} that contains the value of the log-likelihood for estimated Levy increments.}
\item{\code{objFun}:}{is an object of class \code{character} that indicates the objective function used in the minimization problem. See the documentation of the function \code{\link{gmm}} or \code{\link{qmle}} for more details.}
\item{\code{call}:}{is an object of class \code{language}. }
Modified: pkg/yuima/man/cogarch.est.rd
===================================================================
--- pkg/yuima/man/cogarch.est.rd 2016-04-25 13:02:28 UTC (rev 428)
+++ pkg/yuima/man/cogarch.est.rd 2016-05-17 15:50:56 UTC (rev 429)
@@ -10,7 +10,7 @@
}
\section{Slots}{
\describe{
- \item{\code{model}:}{is an object of of \code{\link{yuima-class}}.}
+ \item{\code{yuima}:}{is an object of of \code{\link{yuima-class}}.}
\item{\code{objFun}:}{is an object of class \code{character} that indicates the objective function used in the minimization problem. See the documentation of the function \code{\link{gmm}} or \code{\link{qmle}} for more details.}
\item{\code{call}:}{is an object of class \code{language}. }
\item{\code{coef}:}{is an object of class \code{numeric} that contains estimated parameters.}
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