[Yuima-commits] r491 - pkg/yuima/R

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

Author: iacus
Date: 2016-10-26 10:55:23 +0200 (Wed, 26 Oct 2016)
New Revision: 491

Modified:
   pkg/yuima/R/simulate.R
Log:
fixed Terminal-Initial in simulate

Modified: pkg/yuima/R/simulate.R
===================================================================
--- pkg/yuima/R/simulate.R	2016-10-25 21:54:01 UTC (rev 490)
+++ pkg/yuima/R/simulate.R	2016-10-26 08:55:23 UTC (rev 491)
@@ -333,6 +333,8 @@
 
   sdeModel <- yuima at model
   Terminal <- yuima at sampling@Terminal[1]
+  Initial <- yuima at sampling@Initial[1]
+  
   n <- yuima at sampling@n[1]
   r.size <- sdeModel at noise.number
   d.size <- sdeModel at equation.number
@@ -432,7 +434,7 @@
 
 
   ##:: using Euler-Maruyama method
-  delta <- Terminal/n
+  delta <- (Terminal-Initial)/n
 
   if(missing(increment.W) | is.null(increment.W)){
 
@@ -450,7 +452,7 @@
 
     } else {
 
-      delta<-Terminal/n
+      delta<-(Terminal-Initial)/n
       if(!is.Poisson(sdeModel)){ # if pure CP no need to setup dW
         dW <- rnorm(n * r.size, 0, sqrt(delta))
         dW <- matrix(dW, ncol=n, nrow=r.size,byrow=TRUE)