[Yuima-commits] r572 - in pkg/yuima: . R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sun Jan 22 07:10:20 CET 2017


Author: lorenzo
Date: 2017-01-22 07:10:17 +0100 (Sun, 22 Jan 2017)
New Revision: 572

Added:
   pkg/yuima/R/lambdaPPR.R
   pkg/yuima/man/Intensity.PPR.Rd
Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/NAMESPACE
Log:
added function in intensity.PPR

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2017-01-21 06:57:14 UTC (rev 571)
+++ pkg/yuima/DESCRIPTION	2017-01-22 06:10:17 UTC (rev 572)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project Package for SDEs
-Version: 1.4.9
+Version: 1.5.0
 Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
 Imports: Rcpp (>= 0.12.1)
 Author: YUIMA Project Team

Modified: pkg/yuima/NAMESPACE
===================================================================
--- pkg/yuima/NAMESPACE	2017-01-21 06:57:14 UTC (rev 571)
+++ pkg/yuima/NAMESPACE	2017-01-22 06:10:17 UTC (rev 572)
@@ -1,242 +1,244 @@
-import("methods")
-
-##importFrom("stats", "end", "time", "start")
-importFrom("graphics", "plot")
-import("zoo")
-importFrom(stats, confint)
-import("stats4")
-import("expm")
-import("mvtnorm")
-import("cubature")
-
-importFrom(utils, toLatex)
-
-importFrom("graphics", "lines")
-importFrom("stats", "qchisq")
-importFrom("utils", "relist")
-
-#08/07/2016
-#exportPattern("^[[:alpha:]]+") # NEVER DO THIS AGAIN PLEASE!
-importFrom(Rcpp, evalCpp)
-
-# 03/07/2015
-importFrom(stats, time)
-importFrom(stats, ts)
-importFrom(stats, rnorm)
-importFrom(stats, na.omit)
-importFrom(stats, dgamma)
-importFrom(stats, optimHess)
-importFrom(stats, filter)
-importFrom(utils, tail)
-importFrom(utils, head)
-importFrom(stats, acf)
-importFrom(stats, fft)
-importFrom(stats, rexp)
-importFrom(stats, approx)
-importFrom(stats, arima0)
-importFrom(stats, frequency)
-importFrom(stats, D)
-importFrom(stats, integrate)
-importFrom(stats, rpois)
-importFrom(stats, runif)
-importFrom(stats, optim)
-importFrom(stats, optimize)
-importFrom(stats, deltat)
-importFrom(stats, pchisq)
-importFrom(stats, symnum)
-importFrom(stats, rchisq)
-importFrom(stats, rgamma)
-importFrom(stats, diffinv)
-importFrom(stats, pnorm)
-importFrom(stats, approxfun)
-importFrom(stats, qnorm)
-importFrom(stats, rbinom)
-importFrom(stats, constrOptim)
-importFrom(stats, dnorm)
-importFrom(stats, deriv)
-importFrom(graphics, points)
-importFrom(stats, end)
-importFrom(stats, start)
-importFrom(utils, str)
-importFrom(stats, sd)
-
-
-exportClasses("yuima",
-"yuima.data",
-"yuima.law",
-"yuima.sampling",
-"yuima.characteristic",
-"yuima.model",
-"model.parameter",
-"yuima.carma",
-"carma.info",
-"yuima.carma.qmle",
-"yuima.poisson",
-"yuima.qmle",
-"yuima.CP.qmle",
-"cogarch.info",
-"yuima.cogarch",
-"yuima.Map",
-"info.Map",
-"param.Map",
-"yuima.multimodel",
-"param.Integral",
-"variable.Integral",
-"Integrand",
-"Integral.sde",
-"yuima.Integral",
-"info.Ppr",
-"yuima.Ppr",
-"yuima.Hawkes"
-)
-
-exportMethods(
-"dim",
-"length",
-## "start",
-"plot",
-## "time",
-## "end",
-"simulate",
-"cce",
-"llag",
-"poisson.random.sampling",
-"get.zoo.data",
-"initialize",
-##              "ql",
-##              "rql",
-##              "ml.ql",
-"adaBayes",
-"lseBayes",
-"limiting.gamma",
-"getF",
-"getf",
-"getxinit",
-"gete",
-"simFunctional",
-"F0",
-"Fnorm",
-"asymptotic_term",
-"cbind.yuima",
-"rand",
-"dens",
-"cdf",
-"quant",
-"char"
-#"rbind.yuima"
-)
-
-## function which we want to expose to the user
-## all other functions are used internally by the
-## package
-export(setYuima)
-export(setModel) ## builds sde model
-export(setData)
-export(setSampling)
-export(setCharacteristic)
-export(setCarma)
-export(setPoisson)
-export(setPpr)
-export(setHawkes)
-export(dconst)
-export(rconst)
-export(setLaw)
-export(setCogarch)
-export(setMap)
-#export(setMultiModel)
-export(setIntegral)
-
-export(dim)
-export(length)
-#export(start)
-export(plot)
-#export(time)
-#export(end)
-
-export(simulate) # simulates couple of processes
-export(subsampling)
-export(cce)
-export(llag)
-export(poisson.random.sampling)
-export(noisy.sampling)
-export(mpv)
-export(bns.test)
-export(hyavar) # asymptotic variance estimator for the Hayashi-Yoshida estimator
-export(lmm) # Oct. 10, 2015: local methods of moment estimator
-export(mllag) # Oct. 10, 2015: multiple lead-lag detector
-
-export(get.zoo.data)
-
-##export(ql,rql,ml.ql)
-##export(rql)
-export(adaBayes)
-export(lseBayes)
-export(rIG, rNIG, rbgamma, rvgamma, rstable,rpts,rnts, rGIG, rGH) ## random number generators in rng.R
-export(dIG, dNIG, dbgamma, dvgamma, dGIG, dGH) ## pdfs in rng.R
-export(limiting.gamma)
-export(lambdaFromData)
-
-
-export(setFunctional)
-export(getF)
-export(getf)
-export(getxinit)
-export(gete)
-
-export(simFunctional)
-export(F0)
-export(Fnorm)
-export(asymptotic_term)
-
-##export(LSE)
-export(lse)
-
-export(qmle)
-export(quasilogl)
-export(phi.test)
-export(lasso)
-export(CPoint)
-export(qmleR)
-export(qmleL)
-
-
-export(CarmaNoise) # Estimates the Levy in carma model
-export(gmm) # Estimation COGARCH(P,Q) using Method Of Moments
-export(cogarchNoise)
-export(Diagnostic.Cogarch)
-export(Diagnostic.Carma)
-
-# Methods
-export(rand)# random number generator of a Levy process specified by user
-export(dens)
-export(cdf)
-export(quant)
-export(char)
-
-
-export(qgv)
-export(mmfrac)
-
-export(cbind.yuima)
-#export(rbind.yuima)
-S3method(print, phitest)
-S3method(print, qgv)
-S3method(print, mmfrac)
-S3method(print, yuima.lasso)
-S3method(print, yuima.llag) # Oct. 10, 2015
-S3method(print, yuima.mllag) # Oct. 10, 2015
-S3method(print, yuima.specv) # Oct. 10, 2015
-
-
-S3method(toLatex, yuima)
-S3method(toLatex, yuima.model)
-S3method(toLatex, yuima.carma)
-S3method(toLatex, yuima.cogarch)
-S3method(rbind, yuima.model)
-
-S3method(plot, yuima.llag) # Oct. 10, 2015
-S3method(plot, yuima.mllag) # Oct. 10, 2015
-
-useDynLib(yuima)
-
-
+import("methods")
+
+##importFrom("stats", "end", "time", "start")
+importFrom("graphics", "plot")
+import("zoo")
+importFrom(stats, confint)
+import("stats4")
+import("expm")
+import("mvtnorm")
+import("cubature")
+
+importFrom(utils, toLatex)
+
+importFrom("graphics", "lines")
+importFrom("stats", "qchisq")
+importFrom("utils", "relist")
+
+#08/07/2016
+#exportPattern("^[[:alpha:]]+") # NEVER DO THIS AGAIN PLEASE!
+importFrom(Rcpp, evalCpp)
+
+# 03/07/2015
+importFrom(stats, time)
+importFrom(stats, ts)
+importFrom(stats, rnorm)
+importFrom(stats, na.omit)
+importFrom(stats, dgamma)
+importFrom(stats, optimHess)
+importFrom(stats, filter)
+importFrom(utils, tail)
+importFrom(utils, head)
+importFrom(stats, acf)
+importFrom(stats, fft)
+importFrom(stats, rexp)
+importFrom(stats, approx)
+importFrom(stats, arima0)
+importFrom(stats, frequency)
+importFrom(stats, D)
+importFrom(stats, integrate)
+importFrom(stats, rpois)
+importFrom(stats, runif)
+importFrom(stats, optim)
+importFrom(stats, optimize)
+importFrom(stats, deltat)
+importFrom(stats, pchisq)
+importFrom(stats, symnum)
+importFrom(stats, rchisq)
+importFrom(stats, rgamma)
+importFrom(stats, diffinv)
+importFrom(stats, pnorm)
+importFrom(stats, approxfun)
+importFrom(stats, qnorm)
+importFrom(stats, rbinom)
+importFrom(stats, constrOptim)
+importFrom(stats, dnorm)
+importFrom(stats, deriv)
+importFrom(graphics, points)
+importFrom(stats, end)
+importFrom(stats, start)
+importFrom(utils, str)
+importFrom(stats, sd)
+
+
+exportClasses("yuima",
+"yuima.data",
+"yuima.law",
+"yuima.sampling",
+"yuima.characteristic",
+"yuima.model",
+"model.parameter",
+"yuima.carma",
+"carma.info",
+"yuima.carma.qmle",
+"yuima.poisson",
+"yuima.qmle",
+"yuima.CP.qmle",
+"cogarch.info",
+"yuima.cogarch",
+"yuima.Map",
+"info.Map",
+"param.Map",
+"yuima.multimodel",
+"param.Integral",
+"variable.Integral",
+"Integrand",
+"Integral.sde",
+"yuima.Integral",
+"info.Ppr",
+"yuima.Ppr",
+"yuima.Hawkes"
+)
+
+exportMethods(
+"dim",
+"length",
+## "start",
+"plot",
+## "time",
+## "end",
+"simulate",
+"cce",
+"llag",
+"poisson.random.sampling",
+"get.zoo.data",
+"initialize",
+##              "ql",
+##              "rql",
+##              "ml.ql",
+"adaBayes",
+"lseBayes",
+"limiting.gamma",
+"getF",
+"getf",
+"getxinit",
+"gete",
+"simFunctional",
+"F0",
+"Fnorm",
+"asymptotic_term",
+"cbind.yuima",
+"rand",
+"dens",
+"cdf",
+"quant",
+"char"
+#"rbind.yuima"
+)
+
+## function which we want to expose to the user
+## all other functions are used internally by the
+## package
+export(setYuima)
+export(setModel) ## builds sde model
+export(setData)
+export(setSampling)
+export(setCharacteristic)
+export(setCarma)
+export(setPoisson)
+export(setPpr)
+export(setHawkes)
+export(dconst)
+export(rconst)
+export(setLaw)
+export(setCogarch)
+export(setMap)
+#export(setMultiModel)
+export(setIntegral)
+
+export(dim)
+export(length)
+#export(start)
+export(plot)
+#export(time)
+#export(end)
+
+export(simulate) # simulates couple of processes
+export(subsampling)
+export(cce)
+export(llag)
+export(poisson.random.sampling)
+export(noisy.sampling)
+export(mpv)
+export(bns.test)
+export(hyavar) # asymptotic variance estimator for the Hayashi-Yoshida estimator
+export(lmm) # Oct. 10, 2015: local methods of moment estimator
+export(mllag) # Oct. 10, 2015: multiple lead-lag detector
+
+export(get.zoo.data)
+
+##export(ql,rql,ml.ql)
+##export(rql)
+export(adaBayes)
+export(lseBayes)
+export(rIG, rNIG, rbgamma, rvgamma, rstable,rpts,rnts, rGIG, rGH) ## random number generators in rng.R
+export(dIG, dNIG, dbgamma, dvgamma, dGIG, dGH) ## pdfs in rng.R
+export(limiting.gamma)
+export(lambdaFromData)
+
+
+export(setFunctional)
+export(getF)
+export(getf)
+export(getxinit)
+export(gete)
+
+export(simFunctional)
+export(F0)
+export(Fnorm)
+export(asymptotic_term)
+
+##export(LSE)
+export(lse)
+
+export(qmle)
+export(quasilogl)
+export(phi.test)
+export(lasso)
+export(CPoint)
+export(qmleR)
+export(qmleL)
+
+export(Intensity.PPR)
+
+
+export(CarmaNoise) # Estimates the Levy in carma model
+export(gmm) # Estimation COGARCH(P,Q) using Method Of Moments
+export(cogarchNoise)
+export(Diagnostic.Cogarch)
+export(Diagnostic.Carma)
+
+# Methods
+export(rand)# random number generator of a Levy process specified by user
+export(dens)
+export(cdf)
+export(quant)
+export(char)
+
+
+export(qgv)
+export(mmfrac)
+
+export(cbind.yuima)
+#export(rbind.yuima)
+S3method(print, phitest)
+S3method(print, qgv)
+S3method(print, mmfrac)
+S3method(print, yuima.lasso)
+S3method(print, yuima.llag) # Oct. 10, 2015
+S3method(print, yuima.mllag) # Oct. 10, 2015
+S3method(print, yuima.specv) # Oct. 10, 2015
+
+
+S3method(toLatex, yuima)
+S3method(toLatex, yuima.model)
+S3method(toLatex, yuima.carma)
+S3method(toLatex, yuima.cogarch)
+S3method(rbind, yuima.model)
+
+S3method(plot, yuima.llag) # Oct. 10, 2015
+S3method(plot, yuima.mllag) # Oct. 10, 2015
+
+useDynLib(yuima)
+
+

Added: pkg/yuima/R/lambdaPPR.R
===================================================================
--- pkg/yuima/R/lambdaPPR.R	                        (rev 0)
+++ pkg/yuima/R/lambdaPPR.R	2017-01-22 06:10:17 UTC (rev 572)
@@ -0,0 +1,241 @@
+# auxiliar function for the evaluation of g(t,X_t,N_t, theta)
+internalGfunFromPPrModel <- function(gfun,my.envd3, univariate=TRUE){
+  if(univariate){
+    res<-as.numeric(eval(gfun, envir=my.envd3))
+  }else{res<-NULL}
+  return(res)
+}
+
+# auxiliar function for the evaluation of Kernel
+InternalKernelFromPPrModel<-function(Integrand2,Integrand2expr,my.envd1=NULL,my.envd2=NULL,
+                                     Univariate=TRUE, ExistdN, ExistdX, gridTime){
+  if(Univariate){
+    if(ExistdN){
+      dimCol<- dim(Integrand2)[2]
+      NameCol<-colnames(Integrand2)
+      assign(my.envd1$t.time,gridTime, envir=my.envd1)
+      IntegralKernel<- 0
+      for(i in c(1:dimCol)){
+
+        cond <- NameCol[i] %in% my.envd1$NamesIntgra
+        assign(my.envd1$var.time, time(my.envd1[[my.envd1$namedX[cond]]]), my.envd1)
+        # since it is just univariate we don't need a cycle for
+
+        IntegralKernelDum<- sum(eval(Integrand2expr[cond], envir=my.envd1))
+        IntegralKernel<-IntegralKernel+IntegralKernelDum
+        #       cat("\n", IntegralKernel)
+      }
+    }
+
+  }else{
+    return(NULL)
+  }
+
+  return(IntegralKernel)
+}
+
+# auxiliar function for the evaluation of Intensity
+InternalConstractionIntensity<-function(param,my.envd1=NULL,
+                                        my.envd2=NULL,my.envd3=NULL){
+  paramPPr <- my.envd3$YUIMA.PPR at Ppr@allparamPpr
+  namesparam <-my.envd3$namesparam
+
+
+  gridTime  <-my.envd3$gridTime
+  Univariate <-my.envd3$Univariate
+  ExistdN <-my.envd3$ExistdN
+  ExistdX <-my.envd3$ExistdX
+
+  gfun<-my.envd3$gfun
+  Integrand2<-my.envd3$Integrand2
+  Integrand2expr<-my.envd3$Integrand2expr
+
+  if(ExistdN){
+    for(i in c(1:length(paramPPr))){
+      cond<-namesparam %in% paramPPr[i]
+      assign(paramPPr[i], param[cond], envir = my.envd1 )
+    }
+  }
+
+  if(ExistdX){
+    for(i in c(1:length(paramPPr))){
+      cond<-namesparam %in% paramPPr[i]
+      assign(paramPPr[i], param[cond], envir = my.envd2)
+    }
+  }
+
+  #param
+  for(i in c(1:length(paramPPr))){
+    cond<-namesparam %in% paramPPr[i]
+    assign(paramPPr[i], param[cond], envir = my.envd3)
+  }
+
+
+  KerneldN<- numeric(length=length(gridTime))
+  for(i in c(1:length(gridTime))){
+    KerneldN[i] <- InternalKernelFromPPrModel(Integrand2,Integrand2expr,my.envd1=my.envd1,my.envd2=my.envd2,
+                                              Univariate=Univariate, ExistdN, ExistdX, gridTime=gridTime[i])
+  }
+  KerneldCov<- numeric(length=length(gridTime))
+  Evalgfun <- internalGfunFromPPrModel(gfun,my.envd3, univariate=Univariate)
+  result<-KerneldN+KerneldCov+Evalgfun
+
+}
+
+Intensity.PPR <- function(yuimaPPr,param){
+  # I need three envirnment
+  # 1. my.envd1 is used when the counting variable is integrator
+  # 2. my.envd2 is used when covariates or time are integrator
+  # 3. my.envd3 for gfun
+
+  gfun<-yuimaPPr at gFun@formula
+
+  dimIntegr <- length(yuimaPPr at Kernel@Integrand at IntegrandList)
+  Integrand2 <- character(length=dimIntegr)
+  for(i in c(1:dimIntegr)){
+    Integrand1 <- as.character(yuimaPPr at Kernel@Integrand at IntegrandList[[i]])
+    timeCond <- paste0(" * (",yuimaPPr at Kernel@variable.Integral at var.time," < ",yuimaPPr at Kernel@variable.Integral at upper.var,")")
+    Integrand2[i] <-paste0(Integrand1,timeCond)
+  }
+
+  Integrand2<- matrix(Integrand2,yuimaPPr at Kernel@Integrand at dimIntegrand[1],yuimaPPr at Kernel@Integrand at dimIntegrand[2])
+
+
+  for(j in c(1:yuimaPPr at Kernel@Integrand at dimIntegrand[2])){
+    Integrand2[,j]<-paste0(Integrand2[,j]," * d",yuimaPPr at Kernel@variable.Integral at var.dx[j])
+  }
+  colnames(Integrand2) <- paste0("d",yuimaPPr at Kernel@variable.Integral at var.dx)
+  NamesIntegrandExpr <- as.character(matrix(colnames(Integrand2), dim(Integrand2)[1],dim(Integrand2)[2], byrow = TRUE))
+  Integrand2expr<- parse(text=Integrand2)
+
+  gridTime <- time(yuimaPPr at data@original.data)
+
+  yuimaPPr at Kernel@variable.Integral at var.dx
+  if(any(yuimaPPr at Kernel@variable.Integral at var.dx %in% yuimaPPr at model@solve.variable)){
+    my.envd1<-new.env()
+    ExistdN<-TRUE
+  }else{
+    ExistdN<-FALSE
+  }
+  Univariate<-FALSE
+  if(length(yuimaPPr at Ppr@counting.var)==1){
+    Univariate<-TRUE
+  }
+  if(any(!(yuimaPPr at Kernel@variable.Integral at var.dx %in% yuimaPPr at model@solve.variable))){
+    my.envd2<-new.env()
+    ExistdX<-TRUE
+  }else{
+    my.envd2<-new.env()
+    ExistdX<-FALSE
+  }
+
+  my.envd3 <- new.env()
+  namesparam<-names(param)
+  if(!(all(namesparam %in% yuimaPPr at Ppr@allparamPpr) && length(namesparam)==length(yuimaPPr at Ppr@allparamPpr))){
+    return(NULL)
+  }
+
+  # construction my.envd1
+  if(ExistdN){
+
+    #CountingVariable
+    for(i in c(1:length(yuimaPPr at Ppr@counting.var))){
+      cond <- yuimaPPr at Ppr@counting.var[i] %in% yuimaPPr at model@solve.variable
+      dummyData <-unique(yuimaPPr at data@original.data[,cond])[-1]
+      assign(yuimaPPr at Ppr@counting.var[i], dummyData,envir=my.envd1)
+    }
+    # Names expression
+    assign("NamesIntgra", NamesIntegrandExpr, envir=my.envd1)
+    #dN
+    namedX <-NULL
+    for(i in c(1:length(yuimaPPr at Kernel@variable.Integral at var.dx))){
+      if(yuimaPPr at Kernel@variable.Integral at var.dx[i] %in% yuimaPPr at Ppr@counting.var){
+        cond <- yuimaPPr at model@solve.variable %in% yuimaPPr at Kernel@variable.Integral at var.dx[i]
+        namedX<-c(namedX,paste0("d",yuimaPPr at Kernel@variable.Integral at var.dx[i]))
+        dummyData <- diff(as.numeric(yuimaPPr at data@original.data[,cond]))# We consider only Jump
+        dummyJumpTime <- gridTime[-1][dummyData>0]
+        dummyData2 <- diff(unique(cumsum(dummyData)))
+        dummyData3 <- zoo(dummyData2,order.by = dummyJumpTime)
+        assign(paste0("d",yuimaPPr at Kernel@variable.Integral at var.dx[i]), dummyData3 ,envir=my.envd1)
+      }
+    }
+    assign("namedX",namedX, envir = my.envd1)
+    assign("var.time",yuimaPPr at Kernel@variable.Integral at var.time,envir=my.envd1)
+    assign("t.time",yuimaPPr at Kernel@variable.Integral at upper.var,envir=my.envd1)
+
+    # Covariates
+    if(length(yuimaPPr at Ppr@covariates)>1){
+      # Covariates should be identified at jump time
+      return(NULL)
+    }
+
+  }
+  # end coonstruction my.envd1
+
+  # construction my.envd2
+  if(ExistdX){
+    #Covariate
+
+    #CountingVariable
+    for(i in c(1:length(yuimaPPr at Ppr@counting.var))){
+      cond <- yuimaPPr at Ppr@counting.var[i] %in% yuimaPPr at model@solve.variable
+      dummyData <-yuimaPPr at data@original.data[,cond]
+      assign(yuimaPPr at Ppr@counting.var[i], dummyData,envir=my.envd1)
+    }
+
+
+  }else{
+    assign("KerneldX",NULL,envir=my.envd2)
+  }
+
+  # end construction my.envd2
+
+  # construction my.envd3
+
+  #Covariate
+
+  #CountingVariable
+  for(i in c(1:length(yuimaPPr at Ppr@counting.var))){
+    cond <- yuimaPPr at Ppr@counting.var[i] %in% yuimaPPr at model@solve.variable
+    dummyData <-yuimaPPr at data@original.data[,cond]
+    assign(yuimaPPr at Ppr@counting.var[i], dummyData,envir=my.envd3)
+  }
+  #time
+  assign(yuimaPPr at model@time.variable, gridTime, my.envd3)
+
+  #Model
+  assign("YUIMA.PPR",yuimaPPr,envir=my.envd3)
+  assign("namesparam",namesparam,envir=my.envd3)
+  assign("gfun",gfun,envir=my.envd3)
+  assign("Integrand2",Integrand2,envir=my.envd3)
+  assign("Integrand2expr",Integrand2expr,envir=my.envd3)
+
+  assign("gridTime",gridTime,envir=my.envd3)
+  assign("Univariate",Univariate,envir=my.envd3)
+  assign("ExistdN",ExistdN,envir=my.envd3)
+  assign("ExistdX",ExistdX,envir=my.envd3)
+
+
+  # end construction my.envd3
+
+
+
+
+
+################################
+# Start Intensity construction #
+################################
+  #We define the parameters value for each environment
+
+  param<-unlist(param)
+
+  result<-InternalConstractionIntensity(param,my.envd1,
+                                        my.envd2,my.envd3)
+
+  Int2<-zoo(as.matrix(result),order.by = gridTime)
+  colnames(Int2)<-"lambda"
+  res<-setData(Int2)
+  return(res)
+
+
+}

Added: pkg/yuima/man/Intensity.PPR.Rd
===================================================================
--- pkg/yuima/man/Intensity.PPR.Rd	                        (rev 0)
+++ pkg/yuima/man/Intensity.PPR.Rd	2017-01-22 06:10:17 UTC (rev 572)
@@ -0,0 +1,23 @@
+\name{Intensity.PPR}
+\alias{Intensity.PPR}
+%- Also NEED an '\alias' for EACH other topic documented here.
+\title{Intesity Process for the Point Process Regression Model}
+\description{This function returns the intensity process of a Point Process Regression Model}
+\usage{
+Intensity.PPR(yuimaPPr, param)
+}
+%- maybe also 'usage' for other objects documented here.
+\arguments{
+  \item{yuimaPPr}{An object of class \code{yuima.ppr}}
+  \item{param}{Model parameters}
+}
+\value{On obejct of class \code{yuima.data}}
+\author{YUIMA TEAM}
+
+%% ~Make other sections like Warning with \section{Warning }{....} ~
+
+\examples{
+#INSERT HERE AN EXAMPLE
+}
+% Add one or more standard keywords, see file 'KEYWORDS' in the
+% R documentation directory.



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