[Yuima-commits] r478 - pkg/yuima/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Fri Oct 7 23:11:33 CEST 2016


Author: lorenzo
Date: 2016-10-07 23:11:33 +0200 (Fri, 07 Oct 2016)
New Revision: 478

Modified:
   pkg/yuima/R/qmle.R
Log:


Modified: pkg/yuima/R/qmle.R
===================================================================
--- pkg/yuima/R/qmle.R	2016-10-07 14:28:53 UTC (rev 477)
+++ pkg/yuima/R/qmle.R	2016-10-07 21:11:33 UTC (rev 478)
@@ -1096,7 +1096,7 @@
       inc.levy<-diff(t(levy))
     }
     # INSERT HERE THE NECESSARY STEPS FOR FINDING THE PARAMETERS OF LEVY
-   if(Est.Incr=="Carma.Inc"){
+   if(Est.Incr=="Carma.Inc"||Est.Incr=="Incr"){
      # inc.levy.fin<-zoo(inc.levy,tt,frequency=1/env$h)
      inc.levy.fin<-zoo(inc.levy,tt[(1+length(tt)-length(inc.levy)):length(tt)])
      carma_final_res<-new("yuima.carma.qmle", call = call, coef = coef, fullcoef = unlist(mycoef),



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