[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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