[Yuima-commits] r616 - pkg/yuima/R

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

Author: lorenzo
Date: 2017-07-11 23:19:36 +0200 (Tue, 11 Jul 2017)
New Revision: 616

Modified:
   pkg/yuima/R/setHawkes.R
   pkg/yuima/R/simulateForPpr.R
Log:


Modified: pkg/yuima/R/setHawkes.R
===================================================================
--- pkg/yuima/R/setHawkes.R	2017-06-06 14:22:40 UTC (rev 615)
+++ pkg/yuima/R/setHawkes.R	2017-07-11 21:19:36 UTC (rev 616)
@@ -2,7 +2,31 @@
   process = "N", dimension = 1, intensity = "lambda",
   ExpKernParm1="c", ExpKernParm2 ="a",
   const = "nu", measure = NULL, measure.type = NULL){
+  if(dimension==1){
+    if(is.null(measure)){
+      my.rPpr1 <- function(n){
+        res <- t(t(rep(1,n)))
+        return(res)
+      }
 
+
+      my.dPpr1 <-function(x){
+        res<-1
+        return(res)
+      }
+
+      # yuima.law for the underlying source of randomness
+
+      Law.Ppr1 <- setLaw(rng = my.rPpr1, density = my.dPpr1)
+      measure <- list(df = Law.Ppr1)
+      measure.type <- "code"
+    }
+  }else{
+    if(is.null(measure)){
+      yuima.stop("Missing argument measure: see setHawkes documentation")
+    }
+  }
+
   PROCESS <-  paste0(process,c(1:dimension))
   leng <- length(PROCESS)
 

Modified: pkg/yuima/R/simulateForPpr.R
===================================================================
--- pkg/yuima/R/simulateForPpr.R	2017-06-06 14:22:40 UTC (rev 615)
+++ pkg/yuima/R/simulateForPpr.R	2017-07-11 21:19:36 UTC (rev 616)
@@ -20,10 +20,17 @@
 aux.simulatHawkes<- function(object, nsim, seed,
   xinit, true.parameter, space.discretized, increment.W,
   increment.L, method, hurst, methodfGn, sampling, subsampling){
+  # Here we can construct specific algorithm for the standard Hawkes process
+  res <- aux.simulatPpr(object, nsim = nsim, seed = seed,
+                        xinit = xinit, true.parameter = true.parameter,
+                        space.discretized = space.discretized, increment.W = increment.W,
+                        increment.L = increment.L, method = method, hurst = hurst,
+                        methodfGn = methodfGn, sampling = sampling, subsampling = subsampling)
 
+  return(res)
+
 #   object at Kernel@param.Integral at allparam
 #   simOzaki.aux(gFun=object at gFun@formula,a,cCoeff, Time, numJump)
-  ret <-NULL
 }
 
 setMethod("simulate", "yuima.Ppr",