[Yuima-commits] r462 - pkg/yuima/R

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

Author: lorenzo
Date: 2016-09-10 15:34:53 +0200 (Sat, 10 Sep 2016)
New Revision: 462

Modified:
   pkg/yuima/R/yuima.model.R
Log:
Added new setModel

Modified: pkg/yuima/R/yuima.model.R
===================================================================
--- pkg/yuima/R/yuima.model.R	2016-09-02 17:40:52 UTC (rev 461)
+++ pkg/yuima/R/yuima.model.R	2016-09-10 13:34:53 UTC (rev 462)
@@ -130,25 +130,8 @@
                      solve.variable,
                      xinit=NULL){
   ## we need a temp env for simplifications
-  if(!is.null(jump.coeff)){
-    if(is.matrix(jump.coeff)){
-      if(dim(jump.coeff)[2]!=1){
-        intensity <- NULL
-        df <- as.list(measure[["df"]])
-        if(any(measure.type=="CP")){
-          intensity <- measure[["intensity"]]
-        }
-        res <- setMultiModel(drift = drift, diffusion = diffusion,
-          hurst = hurst, jump.coeff = jump.coeff,
-          intensity = intensity, df = df,
-          measure.type = measure.type, state.variable = state.variable,
-          jump.variable = jump.variable, time.variable = time.variable,
-          solve.variable = solve.variable, xinit= xinit)
-        return(res)
-      }
-    }
-  }
 
+
   yuimaENV <- new.env()
   ##::measure and jump term #####################################
 
@@ -162,6 +145,38 @@
   codelist <- c("rIG", "rNIG", "rgamma", "rbgamma", "rvgamma", "rstable")
   ##::end make type function list ####
 
+  ## Multivariate YUIMA model
+
+
+  if(!is.null(jump.coeff)){
+    if(is.matrix(jump.coeff)){
+
+      if(dim(jump.coeff)[2]!=1){
+        intensity <- NULL
+        df <- as.list(measure[["df"]])
+        if(any(measure.type=="CP")){
+          intensity <- measure[["intensity"]]
+        }
+        my.cond <- TRUE
+        tmp <- regexpr("\\(", measure$df)[1]
+        measurefunc <- substring(measure$df, 1, tmp-1)
+        if(!is.na(match(measurefunc, codelist))){
+          my.cond <- FALSE
+        }
+        if(my.cond){
+          res <- setMultiModel(drift = drift, diffusion = diffusion,
+                               hurst = hurst, jump.coeff = jump.coeff,
+                               intensity = intensity, df = df,
+                               measure.type = measure.type, state.variable = state.variable,
+                               jump.variable = jump.variable, time.variable = time.variable,
+                               solve.variable = solve.variable, xinit= xinit)
+          return(res)
+        }
+      }
+    }
+  }
+
+
   if(!length(measure.type)){
     if( length(jump.coeff) || length(measure) ){
       yuima.warn("measure type does not match with jump term.")
@@ -325,6 +340,9 @@
     n.jump <- 1
   }
 
+
+
+
   ##::end measure and jump term #####################################
 
   ##:: check for errors and reform values