[Yuima-commits] r530 - pkg/yuimaGUI/inst/yuimaGUI

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

Author: phoenix844
Date: 2016-11-29 18:19:45 +0100 (Tue, 29 Nov 2016)
New Revision: 530

Modified:
   pkg/yuimaGUI/inst/yuimaGUI/server.R
Log:


Modified: pkg/yuimaGUI/inst/yuimaGUI/server.R
===================================================================
--- pkg/yuimaGUI/inst/yuimaGUI/server.R	2016-11-29 11:38:10 UTC (rev 529)
+++ pkg/yuimaGUI/inst/yuimaGUI/server.R	2016-11-29 17:19:45 UTC (rev 530)
@@ -1153,7 +1153,7 @@
         else if (y$info$class=="COGARCH"){
           
           dx <- diff(y$model at data@original.data[,1])
-          v <- cogarchNoise(y$model, param = as.list(coef(y$qmle)))$Cogarch at original.data[,"v"]
+          v <- sqrt(cogarchNoise(y$model, param = as.list(coef(y$qmle)))$Cogarch at original.data[,"v"])
           v <- v/mean(v)*sd(dx)
           z <- data.frame("dx" = dx, "vplus" = v[-1], "vminus" = -v[-1], "time" = index(dx))
           output$model_modal_plot_variance <- renderPlot({