[Yuima-commits] r715 - /
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Sep 22 23:16:17 CEST 2019
Author: phoenix844
Date: 2019-09-22 23:16:17 +0200 (Sun, 22 Sep 2019)
New Revision: 715
Removed:
.Rbuildignore
.Rhistory
.Rproj.user/
COPYING
DESCRIPTION
NAMESPACE
NEWS
R/
data/
inst/
man/
src/
yuima.Rproj
Log:
revert to 713
Deleted: .Rbuildignore
===================================================================
--- .Rbuildignore 2019-09-22 20:36:42 UTC (rev 714)
+++ .Rbuildignore 2019-09-22 21:16:17 UTC (rev 715)
@@ -1,2 +0,0 @@
-^.*\.Rproj$
-^\.Rproj\.user$
Deleted: .Rhistory
===================================================================
--- .Rhistory 2019-09-22 20:36:42 UTC (rev 714)
+++ .Rhistory 2019-09-22 21:16:17 UTC (rev 715)
@@ -1,51 +0,0 @@
-require(Rcpp)
-require(RcppArmadillo)
-debugSource('~/YUIMA/yuima/yuima/R/asymptotic_term_third.R', echo=TRUE)
-require(yuima)
-debugSource('~/YUIMA/yuima/yuima/R/asymptotic_term_third.R', echo=TRUE)
-# to the Black-Scholes economy:
-# dXt^e = Xt^e * dt + e * Xt^e * dWt
-diff.matrix <- "x*e"
-model <- setModel(drift = "x", diffusion = diff.matrix)
-# call option is evaluated by averating
-# max{ (1/T)*int_0^T Xt^e dt, 0}, the first argument is the functional of interest:
-Terminal <- 1
-xinit <- c(1)
-f <- list( c(expression(x/Terminal)), c(expression(0)))
-F <- 0
-division <- 1000
-e <- 4
-yuima <- setYuima(model = model, sampling = setSampling(Terminal=Terminal, n=division))
-yuima <- setFunctional( yuima, xinit=xinit, f=f,F=F,e=e)
-g <- function(x) get_ge(x,epsilon=e,K=1,F0=F0)
-set.seed(123)
-asymp <- asymptotic_term(yuima, block=10, rho,g)
-debug(getf)
-yuima at functional
-source('~/YUIMA/yuima/yuima/R/asymptotic_term_third_function.R', echo=TRUE)
-asymp <- asymptotic_term(yuima, block=10, rho,g)
-source('~/YUIMA/yuima/yuima/R/simFunctional.R', echo=TRUE)
-asymp <- asymptotic_term(yuima, block=10, rho,g)
-X.t0
-plot(X.t0)
-expand.var
-yuima
-yuima at data
-yuima at model
-yuima at model@drift
-yuima at model@diffusion
-e
-yuima at model@xinit
-division
-delta
-dx.drift
-de.drift
-dede.drift
-dx.diffusion
-Y
-plot(Y)
-plot(Y)
-get_e_f0
-mu
-sigma
-Sigma
Deleted: COPYING
===================================================================
--- COPYING 2019-09-22 20:36:42 UTC (rev 714)
+++ COPYING 2019-09-22 21:16:17 UTC (rev 715)
@@ -1,340 +0,0 @@
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Deleted: DESCRIPTION
===================================================================
--- DESCRIPTION 2019-09-22 20:36:42 UTC (rev 714)
+++ DESCRIPTION 2019-09-22 21:16:17 UTC (rev 715)
@@ -1,15 +0,0 @@
-Package: yuima
-Type: Package
-Title: The YUIMA Project Package for SDEs
-Version: 1.8.9
-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
-Maintainer: Stefano M. Iacus <stefano.iacus at unimi.it>
-Description: Simulation and Inference for SDEs and Other Stochastic Processes.
-License: GPL-2
-URL: http://www.yuima-project.com
-LinkingTo: Rcpp, RcppArmadillo
-
-
-
Deleted: NAMESPACE
===================================================================
--- NAMESPACE 2019-09-22 20:36:42 UTC (rev 714)
+++ NAMESPACE 2019-09-22 21:16:17 UTC (rev 715)
@@ -1,255 +0,0 @@
-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")
-
-importFrom(boot, boot) # added by YK on Sep. 9, 2017
-#08/07/2016
-#exportPattern("^[[:alpha:]]+") # NEVER DO THIS AGAIN PLEASE!
-#cimport(RcppArmadillo)
-importFrom(Rcpp, evalCpp)
-#import(RcppArmadillo)
-# 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)
-importFrom("stats", cov2cor) # added by YK on Apr. 12, 2018
-
-
-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",
-"yuima.PPR.qmle"
-)
-
-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(ybook)
-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(llag.test) # Sep. 9, 2017: testing the absence of lead-lag effects
-
-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(get.counting.data)
-export(quasilogl)
-export(phi.test)
-export(lasso)
-export(CPoint)
-export(qmleR)
-export(qmleL)
-export(qmleLevy)
-export(IC)
-export(DataPPR)
-
-
-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(cbind, yuima)
-
-S3method(plot, yuima.llag) # Oct. 10, 2015
-S3method(plot, yuima.mllag) # Oct. 10, 2015
-useDynLib(yuima)
-
-
Deleted: NEWS
===================================================================
--- NEWS 2019-09-22 20:36:42 UTC (rev 714)
+++ NEWS 2019-09-22 21:16:17 UTC (rev 715)
@@ -1,62 +0,0 @@
-2012/10/05: add mpv.R, bns.test.R, mpv.Rd, bns.test.Rd
-2012/12/13: add noisy.sampling.R, noisy.sampling.Rd
- modify bns.test.R, cce.R, llag.R, mpv.R, bns.test.Rd, cce.Rd, llag.Rd, mpv.Rd
-2012/12/19: modify cce.R
-2012/12/19: modify cce.R, noisy.sampling.R
-2012/12/22: modify cce.R
-2013/02/06: modify rng.R
-2013/02/11: modify cce.R
-2013/04/13: modify asymptotic_term_second.R, asymptotic_term_third.R, asymptotic_term_third_function.R, cce.R, llag.R
-2013/04/13: modify qmle.R
-2013/04/14: modify qmle.R
-2013/04/14: modify adaBayes.R
-2013/04/14: modify bns.test.Rd, mpv.Rd
-2013/10/28: add cce_functions.c
- modify cce.R, llag.R, sim.euler.R, bns.test.Rd, cce.Rd, llag.Rd, mpv.Rd, noisy.sampling.Rd
-2013/10/28: modify llag.R
-2013/10/30: modify cce.R, cce_functions.c
-2013/11/21: modify llag.R
-2013/11/22: modify cce.R, cce_functions.c
-2014/04/28: modified qmle, added carma, modified lasso
-2014/05/04: modified show method, setYuima sets the sampling from the data if sampling is missing
-2014/07/07: modified llag.R, llag.Rd, cce_functions.c; estimated cross-correlation functions are converted to values in [-1,1]
-2014/07/31: fixed setSampling and print methods
-2014/09/08: fixed a bug in cce_functions.c
-2014/09/23: added Compound Poisson simulator
-2014/11/10: fixed a bug in cce_functions.c
- changed the optimization method of the method "QMLE" of cce
- modified cce.Rd
-2014/11/11: fixed a bug in cce.R (method "GME")
- modified the example of cce.Rd
-2015/04/02: fixed a bug in rng.R (function "rstable")
-2015/04/21: added hyavar.R, hyavar.Rd (asymptotic variance estimator for HY)
- fixed a bug in llag.R
- modified cce.Rd, cce_functions.c
-2015/05/14: fixed a bug in cce_functions.c
-2015/09/01: fixed a bug in cce_functions.c
- add some contents to the examples of cce
-2015/10/10: modified llag.R, cce.Rd, llag.Rd, mpv.Rd, noisy.sampling.Rd, cce_functions.c
- added mllag.R, mllag.Rd (multiple lead-lag detector);
- spectralcov.R, spectralcov.Rd (spectral covariance estimator)
-2016/01/14: modified rng.R, rng.Rd, adaBayes.Rd, qmle.Rd, setModel.Rd, spectralcov.Rd
-2016/05/26: added rpts and rnts in rng.R and the corresponding c language file
-2016/07/08: fixed some bugs in llag.R and cce_functions.c
-2016/10/04: modified setMultiModel.R, sim.euler.R and yuima.model.R to generate nts and pts process
-2016/12/16: added rGIG, rGH, dGIG and dGH in rng.R and the corresponding c language file YU
-2017/01/25: modified sim.euler.R and added euler.c to implement the Euler-Maruyama scheme by the C code (only the diffusion case)
-2017/02/23: modified sim.euler.R and removed euler.c due to a memory corruption
- fix a bug in sim.euler.R
-2017/03/27: added IC.R and qmleLevy.R
-2017/04/12: fix a bug in sim.euler.R
- (re-)added euler.c
-2017/04/27: modified qmleLevy.R, qmleLevy.Rd, IC.Rd
-2017/09/09: boot package is imported
- added llag.test.R, llag.test.Rd
- modified llag.R, bns.test.Rd, llag.Rd, mllag.Rd, hyavar.Rd, cce.Rd, cce_functions.c
-2018/01/16: a bug in computation of asymptotic variances in llag is fixed
- the default value of tol of llag is changed to 1e-7
- modified llag.R, llag.Rd, cce_functions.c
-2018/04/12: a bug in cce is fixed
-2018/10/30: modified IC.R, IC.Rd
-2018/12/4: a bug in euler.c is fixed
- modified cce.R, hyavar.R, llag.R, sim.euler.R
\ No newline at end of file
Deleted: yuima.Rproj
===================================================================
--- yuima.Rproj 2019-09-22 20:36:42 UTC (rev 714)
+++ yuima.Rproj 2019-09-22 21:16:17 UTC (rev 715)
@@ -1,17 +0,0 @@
-Version: 1.0
-
-RestoreWorkspace: Default
-SaveWorkspace: Default
-AlwaysSaveHistory: Default
-
-EnableCodeIndexing: Yes
-UseSpacesForTab: Yes
-NumSpacesForTab: 2
-Encoding: UTF-8
-
-RnwWeave: Sweave
-LaTeX: pdfLaTeX
-
-BuildType: Package
-PackageUseDevtools: Yes
-PackageInstallArgs: --no-multiarch --with-keep.source
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