[Yuima-commits] r515 - in pkg/yuima: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Nov 11 17:03:13 CET 2016
Author: iacus
Date: 2016-11-11 17:03:12 +0100 (Fri, 11 Nov 2016)
New Revision: 515
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/R/qmle.R
Log:
fixed qmle for jump coefficient, now can handle parameter
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2016-11-10 20:28:48 UTC (rev 514)
+++ pkg/yuima/DESCRIPTION 2016-11-11 16:03:12 UTC (rev 515)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
-Version: 1.3.7
+Version: 1.3.8
Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
Imports: Rcpp (>= 0.12.1)
Author: YUIMA Project Team
Modified: pkg/yuima/R/qmle.R
===================================================================
--- pkg/yuima/R/qmle.R 2016-11-10 20:28:48 UTC (rev 514)
+++ pkg/yuima/R/qmle.R 2016-11-11 16:03:12 UTC (rev 515)
@@ -275,7 +275,7 @@
measure.par <- yuima at model@parameter at measure
} else {
if(length(yuima at model@parameter at jump)!=0){
- measure.par <- yuima at model@parameter at jump
+ measure.par <- unique(c(yuima at model@parameter at measure,yuima at model@parameter at jump))
} else {
measure.par <- yuima at model@parameter at measure
}
@@ -1436,13 +1436,17 @@
idx.intensity <- env$idx.intensity
fullcoef <- yuima at model@parameter at all
- measurecoef <- param[yuima at model@parameter at measure]
-
+ measurecoef <- param[unique(c(yuima at model@parameter at measure,yuima at model@parameter at jump))]
+ #print(measurecoef)
+ #cat("\n***\n")
npar <- length(fullcoef)
nm <- names(param)
oo <- match(nm, fullcoef)
-
- if(any(is.na(oo)))
+ #print(param)
+ #cat("\n***\n")
+ #print(fullcoef)
+ #cat("\n***\n")
+if(any(is.na(oo)))
yuima.stop("some named arguments in 'param' are not arguments to the supplied yuima model")
param <- param[order(oo)]
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