[Yuima-commits] r619 - in pkg/yuima: . man

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

Author: iacus
Date: 2017-08-11 10:01:34 +0200 (Fri, 11 Aug 2017)
New Revision: 619

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/man/setCogarch.Rd
Log:
for JSS

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2017-08-11 07:36:23 UTC (rev 618)
+++ pkg/yuima/DESCRIPTION	2017-08-11 08:01:34 UTC (rev 619)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project Package for SDEs
-Version: 1.6.6
+Version: 1.6.7
 Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
 Imports: Rcpp (>= 0.12.1)
 Author: YUIMA Project Team

Modified: pkg/yuima/man/setCogarch.Rd
===================================================================
--- pkg/yuima/man/setCogarch.Rd	2017-08-11 07:36:23 UTC (rev 618)
+++ pkg/yuima/man/setCogarch.Rd	2017-08-11 08:01:34 UTC (rev 619)
@@ -77,11 +77,13 @@
 Please contribute with suggestions and fixings.
 }
 
- \references{
+\references{
                Brockwell, P., Chadraa, E. and Lindner, A. (2006)
 Continuous-time GARCH processes, \emph{The Annals of Applied Probability}, \bold{16}, 790-826.
 
-Kluppelberg, C., Lindner, A., & Maller, R. (2004) A continuous-time GARCH process driven by a Levy process: Stationarity and second-order behaviour, \emph{Journal of Applied Probability}, \bold{41}, 601-622.
+Kluppelberg, C., Lindner, A., and Maller, R. (2004) A continuous-time GARCH process driven by a Levy process: Stationarity and second-order behaviour, \emph{Journal of Applied Probability}, \bold{41}, 601-622.
+
+Stefano M. Iacus, Lorenzo Mercuri, Edit Rroji (2017) COGARCH(p,q): Simulation and Inference with the yuima Package, \emph{Journal of Statistical Software}, \bold{80}(4), 1-49.
 }
 
 \examples{