[Yuima-commits] r605 - pkg/yuima/man

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

Author: eguchi
Date: 2017-04-27 03:52:33 +0200 (Thu, 27 Apr 2017)
New Revision: 605

Modified:
   pkg/yuima/man/qmleLevy.Rd
Log:
modified

Modified: pkg/yuima/man/qmleLevy.Rd
===================================================================
--- pkg/yuima/man/qmleLevy.Rd	2017-04-27 01:51:48 UTC (rev 604)
+++ pkg/yuima/man/qmleLevy.Rd	2017-04-27 01:52:33 UTC (rev 605)
@@ -61,63 +61,32 @@
 
 
 
-\seealso{
-}
+%\seealso{
+%}
 \examples{
-## One-dimensional case 1
+## One-dimensional case 
 dri<-"-theta0*x" ## set drift
-
 jum<-"theta1/(1+x^2)^(-1/2)" ## set jump
-
 yuima<-setModel(drift = dri
                 ,jump.coeff = jum
                 ,solve.variable = "x",state.variable = "x"
                 ,measure.type = "code"
                 ,measure = list(df="rbgamma(z,1,sqrt(2),1,sqrt(2))")) ## set true model
+n<-3000
+T<-30 ## terminal
+hn<-T/n ## stepsize
 
-n<-100000 
-tp<-0.1
-N<-floor(n*tp) ## the number of samples
-T<-100 ## terminal
-hn<-T/N ## stepsize
-
 sam<-setSampling(Terminal = T, n=n) ## set sampling scheme
-subsam<-setSampling(Terminal = T, n=N)
 yuima<-setYuima(model = yuima, sampling = sam) ## model
 
 true<-list(theta0 = 1,theta1 = 2) ## true values
 upper<-list(theta0 = 4, theta1 = 4) ## set upper bound
 lower<-list(theta0 = 0.5, theta1 = 1) ## set lower bound
 set.seed(123)
-yuima<-simulate(yuima, xinit = 0, true.parameter = true,sampling = sam, subsampling = subsam) ## generate a path
+yuima<-simulate(yuima, xinit = 0, true.parameter = true,sampling = sam) ## generate a path
 start<-list(theta0 = runif(1,0.5,4), theta1 = runif(1,1,4)) ## set initial values
-qmleLevy(yuima,start=start,lower=lower,upper=upper, joint = FALSE, third = TRUE) 
+qmleLevy(yuima,start=start,lower=lower,upper=upper, joint = TRUE) 
 
-## One-dimensional case 2
-
-dri<-"-theta0*x" ## set drift
-jum<-"exp(-theta1/(1+x^2))" ## set jump
-yuima<-setModel(drift = dri ,jump.coeff = jum,solve.variable = "x",
-                state.variable = "x",measure.type = "code"
-                ,measure = list(df="rNIG(z,5,0,5,0)")) ## set model
-n<-100000 ## the number of total generation 
-tp<-0.1
-N<-floor(n*tp) ## the number of samples
-T<-100 ## terminal
-hn<-T/N ## stepsize 
-sam<-setSampling(Terminal = T, n=n) ## set sampling scheme
-subsam<-setSampling(Terminal = T, n=N)
-yuima<-setYuima(model = yuima, sampling = sam) 
-true<-list(theta0 = 1,theta1 = 2) ## true values 
-upper<-list(theta0 = 40, theta1 = 40) ## set upper bound 
-lower<-list(theta0 = 0.5, theta1 = 1) ## set lower bound
-set.seed(123)
-yuima<-simulate(yuima, xinit = 0, true.parameter = true,sampling = sam,
-subsampling = subsam) ## generate a path
-plot(yuima)
-start<-list(theta0 = runif(1,0.5,40), theta1 = runif(1,1,40)) ## set initial values
-qmleLevy(yuima,start=start,lower=lower,upper=upper, joint = TRUE)
-
 ## Multi-dimensional case
 
 lambda<-1/2
@@ -130,29 +99,28 @@
 jum<-matrix(c("x1*theta2+1","0","0","1"),2,2) ## set coefficients
 
 yuima <- setModel(drift=dri, 
-                 solve.variable=c("x1","x2"),state.variable = c("x1","x2"), jump.coeff=jum, measure.type="code",
-                 measure=list(df="rvgamma(z, lambda, alpha, beta, mu, Lambda)"))
+                 solve.variable=c("x1","x2"),state.variable = c("x1","x2"), 
+                 jump.coeff=jum, measure.type="code",
+                 measure=list(df="rvgamma(z, lambda, alpha, beta, mu, Lambda
+                 )"))
 
-n<-100000 ## the number of total samples
-tp<-0.1 ## the degree of thinning
-N<-floor(n*tp) ## the number of samples used for optimization
-T<-100 ## terminal
-hn<-T/N ## stepsize
+n<-3000 ## the number of total samples
+T<-30 ## terminal
+hn<-T/n ## stepsize
 
 sam<-setSampling(Terminal = T, n=n) ## set sampling scheme
-subsam<-setSampling(Terminal = T, n=N)
 yuima<-setYuima(model = yuima, sampling = sam) ## model
 
-true<-list(theta0 = 1,theta1 = 2,theta2 = 3,lambda=lambda, alpha=alpha, beta=beta,
-          mu=mu, Lambda=Lambda) ## true values
+true<-list(theta0 = 1,theta1 = 2,theta2 = 3,lambda=lambda, alpha=alpha, 
+beta=beta,mu=mu, Lambda=Lambda) ## true values
 upper<-list(theta0 = 4, theta1 = 4, theta2 = 5) ## set upper bound
 lower<-list(theta0 = 0.5, theta1 = 1, theta2 = 1) ## set lower bound
 set.seed(123)
-yuima<-simulate(yuima, xinit = c(0,0), true.parameter = true,sampling = sam, subsampling = subsam) ## generate a path
+yuima<-simulate(yuima, xinit = c(0,0), true.parameter = true,sampling = sam) ## generate a path
 plot(yuima)
-start<-list(theta0 = runif(1,0.5,4), theta1 = runif(1,1,4), theta2 = runif(1,1,5)) ## set initial values
-qmleLevy(yuima,start=start,lower=lower,upper=upper,joint = FALSE,third = TRUE) 
-
+start<-list(theta0 = runif(1,0.5,4), theta1 = runif(1,1,4), 
+theta2 = runif(1,1,5)) ## set initial values
+qmleLevy(yuima,start=start,lower=lower,upper=upper,joint = FALSE,third=TRUE) 
 }
 
 \keyword{ ~kwd1 }% use one of  RShowDoc("KEYWORDS")