[Yuima-commits] r645 - in pkg/yuima: . R man

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

Author: lorenzo
Date: 2018-05-17 05:08:56 +0200 (Thu, 17 May 2018)
New Revision: 645

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/R/AuxMethodforPPR.R
   pkg/yuima/R/simulateForPpr.R
   pkg/yuima/man/yuima.Hawkes.Rd
   pkg/yuima/man/yuima.Ppr.Rd
Log:
Version 1.8.0 available

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2018-05-16 13:34:17 UTC (rev 644)
+++ pkg/yuima/DESCRIPTION	2018-05-17 03:08:56 UTC (rev 645)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project Package for SDEs
-Version: 1.7.9
+Version: 1.8.0
 Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
 Imports: Rcpp (>= 0.12.1), boot (>= 1.3-2)
 Author: YUIMA Project Team

Modified: pkg/yuima/R/AuxMethodforPPR.R
===================================================================
--- pkg/yuima/R/AuxMethodforPPR.R	2018-05-16 13:34:17 UTC (rev 644)
+++ pkg/yuima/R/AuxMethodforPPR.R	2018-05-17 03:08:56 UTC (rev 645)
@@ -37,7 +37,8 @@
     oldpar <- my.envd1$oldpar
   }
   ret <- -logLik/sum(cond2,na.rm=TRUE)#+sum((param-oldpar)^2*param^2)/2
-  cat("\n ",logLik, param)
+  # line 40 necessary for the development of the cod
+  # cat("\n ",logLik, param)
   
   #assign("oldpar",param,envir = my.envd1)
   
@@ -256,10 +257,25 @@
                  my.envd1=my.envd1,my.envd2=my.envd2,my.envd3=my.envd3,
                  method = method, ...)
   }
+   Hessian <- tryCatch(optimHess(as.list(out$par),
+                 fn=Internal.LogLikPPR,
+                 my.envd1=my.envd1,my.envd2=my.envd2,my.envd3=my.envd3),
+                 error=function(){NULL})
+   
+   cond1 <- my.envd3$YUIMA.PPR at model@solve.variable %in% my.envd3$YUIMA.PPR at PPR@counting.var
+   cond2 <- diff(as.numeric(my.envd3$YUIMA.PPR at data@original.data[,cond1]))
+   N.jump <- sum(cond2,na.rm=TRUE)
+   if(is.null(Hessian)){
+      vcov <- matrix(NA,length(out$par),length(out$par))
+   }else{
+      vcov <- solve(Hessian)/N.jump
+   }
+   minuslog <- out$value*N.jump
+   final_res<-new("yuima.PPR.qmle", call = call, coef = out$par, fullcoef = out$par,
+                  vcov = vcov, min = minuslog, details = out, minuslogl = Internal.LogLikPPR,
+                  method = method, nobs=as.integer(N.jump), model=my.envd3$YUIMA.PPR)
+  return(final_res)
 
-
-  return(out)
-
 }
 
 
@@ -611,3 +627,6 @@
 }
 
 DumFun<- function(X,Y){eval(X,envir=Y)}
+
+
+

Modified: pkg/yuima/R/simulateForPpr.R
===================================================================
--- pkg/yuima/R/simulateForPpr.R	2018-05-16 13:34:17 UTC (rev 644)
+++ pkg/yuima/R/simulateForPpr.R	2018-05-17 03:08:56 UTC (rev 645)
@@ -350,8 +350,8 @@
                 }  
             
 
-              
-              cat("\n ", i, grid[i])
+              # Line 354 necessary for the development of the code.
+              # cat("\n ", i, grid[i])
               }
             }
             if(i<dim(simMod at data@original.data)[1]){ 

Modified: pkg/yuima/man/yuima.Hawkes.Rd
===================================================================
--- pkg/yuima/man/yuima.Hawkes.Rd	2018-05-16 13:34:17 UTC (rev 644)
+++ pkg/yuima/man/yuima.Hawkes.Rd	2018-05-17 03:08:56 UTC (rev 645)
@@ -6,4 +6,8 @@
 \alias{simulate,yuima.Hawkes-method}
 
 \title{Class for a mathematical description of a Point Process}
-\description{Insert Here documentation}
+\description{
+The \code{yuima.Hawkes-class} is a class of the \pkg{yuima} package that extends the \code{\link{yuima.PPR-class}}. The object of this class contains all the information about the Hawkes process with exponential kernel. 
+
+An object of this class can be created by calls of the function \code{\link{setHawkes}}.
+}

Modified: pkg/yuima/man/yuima.Ppr.Rd
===================================================================
--- pkg/yuima/man/yuima.Ppr.Rd	2018-05-16 13:34:17 UTC (rev 644)
+++ pkg/yuima/man/yuima.Ppr.Rd	2018-05-17 03:08:56 UTC (rev 645)
@@ -10,7 +10,7 @@
 The \code{yuima.PPR} class is a class of the \pkg{yuima} package that extends the \code{\link{yuima-class}}. The object of this class contains all the information about the Point Process Regression Model.
 }
 \section{Objects from the Class}{
-Objects can be created by calls of the functions \code{\link{setPPR}}.
+Objects can be created by calls of the function \code{\link{setPPR}}.
 }
 \section{Slots}{
   \describe{