[Yuima-commits] r493 - in pkg/yuima: . R

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

Author: lorenzo
Date: 2016-10-27 14:42:43 +0200 (Thu, 27 Oct 2016)
New Revision: 493

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/R/simulate.R
Log:


Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2016-10-26 09:47:59 UTC (rev 492)
+++ pkg/yuima/DESCRIPTION	2016-10-27 12:42:43 UTC (rev 493)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project Package for SDEs
-Version: 1.2.6
+Version: 1.2.7
 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/simulate.R
===================================================================
--- pkg/yuima/R/simulate.R	2016-10-26 09:47:59 UTC (rev 492)
+++ pkg/yuima/R/simulate.R	2016-10-27 12:42:43 UTC (rev 493)
@@ -334,7 +334,7 @@
   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
@@ -528,7 +528,7 @@
                                 hurst=0.5,methodfGn=methodfGn)
       }
       increment<-diff(as.numeric(get.zoo.data(aux.incr2)[[1]]))
-     } else{increment<-increment.L}
+     } else{increment<-c(0,increment.L)}
     # Using the simulated increment for generating the quadratic variation
     # As first step we compute it in a crude way. A more fine approach is based on
     # the mpv function.