[Yuima-commits] r712 - pkg/yuima/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Sep 2 11:32:34 CEST 2019
Author: lorenzo
Date: 2019-09-02 11:32:34 +0200 (Mon, 02 Sep 2019)
New Revision: 712
Modified:
pkg/yuima/R/qmleLevy.R
Log:
Updated qmleLevy.R
Modified: pkg/yuima/R/qmleLevy.R
===================================================================
--- pkg/yuima/R/qmleLevy.R 2019-08-22 08:51:27 UTC (rev 711)
+++ pkg/yuima/R/qmleLevy.R 2019-09-02 09:32:34 UTC (rev 712)
@@ -12,11 +12,29 @@
yuima.stop("This function is for yuima-class.")
sdeModel<-yuima at model
+ if(length(sdeModel at parameter@measure)!=0){
+ nPar<-length(sdeModel at parameter@measure)
+ for(i in c(1:nPar)){
+ assign(x = sdeModel at parameter@measure[i],
+ value = start[[sdeModel at parameter@measure[i]]])
+ }
+ names1 <- names(start)
+ index <- which(names1 %in% sdeModel at parameter@measure)
+ start <- start[-index]
+ names1 <- names(lower)
+ index <- which(names1 %in% sdeModel at parameter@measure)
+ lower <- lower[-index]
+ names1 <- names(upper)
+ index <- which(names1 %in% sdeModel at parameter@measure)
+ upper <- upper[-index]
+ }
if(class(sdeModel at measure$df)!="yuima.law"){
code <- suppressWarnings(sub("^(.+?)\\(.+", "\\1", sdeModel at measure$df$expr, perl=TRUE))
candinoise<-c("rNIG","rvgamma","rnts","rbgamma")
+
+
if(is.na(match(code,candinoise))){
yuima.stop("This function works only for the standardized normal inverse Gaussian process, variance gamma process, bilateral gamma process, and normal tempered stable process now.")
}
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