[Yuima-commits] r641 - pkg/yuima/R

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

Author: lorenzo
Date: 2018-05-13 15:10:39 +0200 (Sun, 13 May 2018)
New Revision: 641

Modified:
   pkg/yuima/R/qmle.R
   pkg/yuima/R/setCarma.R
Log:
Fixed Bug Carma yuima.law

Modified: pkg/yuima/R/qmle.R
===================================================================
--- pkg/yuima/R/qmle.R	2018-05-13 09:46:01 UTC (rev 640)
+++ pkg/yuima/R/qmle.R	2018-05-13 13:10:39 UTC (rev 641)
@@ -233,8 +233,14 @@
     }
 
     if(yuima at model@measure.type=="code"){
-      tmp <- regexpr("\\(", yuima at model@measure$df$exp)[1]
-      measurefunc <- substring(yuima at model@measure$df$exp, 1, tmp-1)
+      if(class(yuima at model@measure$df)=="yuima.law"){
+        measurefunc <- "yuima.law"
+      }
+      else{
+          
+          tmp <- regexpr("\\(", yuima at model@measure$df$exp)[1]
+          measurefunc <- substring(yuima at model@measure$df$exp, 1, tmp-1)
+      }
       if(!is.na(match(measurefunc,codelist))){
         yuima.warn("carma(p,q): the qmle for a carma(p,q) driven by a non-Negative Levy  will be implemented as soon as possible")
         NoNeg.Noise<-TRUE
@@ -512,8 +518,13 @@
   #SMI: 2/9/214 jump
   if(length(measure.par)>0){
 
-
-    args <- unlist(strsplit(suppressWarnings(sub("^.+?\\((.+)\\)", "\\1",yuima at model@measure$df$expr,perl=TRUE)), ","))
+  #  "yuima.law" LM 13/05/2018
+    
+    if(class(yuima at model@measure$df)=="yuima.law"){
+      args <- yuima at model@parameter at measure
+    }else{
+      args <- unlist(strsplit(suppressWarnings(sub("^.+?\\((.+)\\)", "\\1",yuima at model@measure$df$expr,perl=TRUE)), ","))
+    }
     idx.intensity <- numeric(0)
     for(i in 1:length(measure.par)){
       if(sum(grepl(measure.par[i],yuima at model@measure$intensity)))

Modified: pkg/yuima/R/setCarma.R
===================================================================
--- pkg/yuima/R/setCarma.R	2018-05-13 09:46:01 UTC (rev 640)
+++ pkg/yuima/R/setCarma.R	2018-05-13 13:10:39 UTC (rev 641)
@@ -332,9 +332,9 @@
         Model_Carma<-setModel(drift=drift_Carma,
                               diffusion = NULL,
                               hurst=mydots$hurst,
-                              jump.coeff=jump_Carma,
+                              jump.coeff=as.matrix(jump_Carma),
                               measure=eval(mydots$measure),
-                              measure.type=mydots$measure.type,
+                              measure.type=eval(mydots$measure.type),
                               jump.variable=mydots$jump.variable,
                               time.variable=mydots$time.variable,
                               state.variable=c(Carma.var,Y_coeff),