[Yuima-commits] r729 - pkg/yuima/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Fri Mar 6 04:42:06 CET 2020


Author: yumauehara
Date: 2020-03-06 04:42:05 +0100 (Fri, 06 Mar 2020)
New Revision: 729

Modified:
   pkg/yuima/man/rng.Rd
Log:
fixed

Modified: pkg/yuima/man/rng.Rd
===================================================================
--- pkg/yuima/man/rng.Rd	2020-03-06 03:41:33 UTC (rev 728)
+++ pkg/yuima/man/rng.Rd	2020-03-06 03:42:05 UTC (rev 729)
@@ -118,7 +118,7 @@
 
 \author{The YUIMA Project Team
 
-Contacts: Hiroki Masuda \email{hiroki at math.kyushu-u.ac.jp} and Yuma Uehara \email{y-uehara at math.kyushu-u.ac.jp}
+Contacts: Hiroki Masuda \email{hiroki at math.kyushu-u.ac.jp} and Yuma Uehara \email{y-uehara at ism.ac.jp}
 }
 \note{
   Some density-plot functions are still missing: as for the non-Gaussian stable densities, one can use, e.g., stabledist package.
@@ -131,10 +131,10 @@
 
 Chhikara, R. (1988). The Inverse Gaussian Distribution: Theory: Methodology, and Applications (Vol. 95). CRC Press.
 
-Hörmann, W., & Leydold, J. (2014). Generating generalized inverse Gaussian random variates. Statistics and Computing, 24(4), 547-557.
+H??rmann, W., & Leydold, J. (2014). Generating generalized inverse Gaussian random variates. Statistics and Computing, 24(4), 547-557.
 \href{http://onlinelibrary.wiley.com/doi/10.1111/1467-9469.00045/abstract}{http://onlinelibrary.wiley.com/doi/10.1111/1467-9469.00045/abstract}
 
-Jørgensen, B. (2012). Statistical properties of the generalized inverse Gaussian distribution (Vol. 9). Springer Science & Business Media.
+J??rgensen, B. (2012). Statistical properties of the generalized inverse Gaussian distribution (Vol. 9). Springer Science & Business Media.
 \href{http://www.springer.com/la/book/9780387906652}{http://www.springer.com/la/book/9780387906652}
 
 Michael, J. R., Schucany, W. R., & Haas, R. W. (1976). Generating random variates using transformations with multiple roots. The American Statistician, 30(2), 88-90.
@@ -148,10 +148,10 @@
 Barndorff-Nielsen, O. E. (1997). Processes of normal inverse Gaussian type. Finance and stochastics, 2(1), 41-68.
 \href{http://link.springer.com/article/10.1007/s007800050032}{http://link.springer.com/article/10.1007/s007800050032}
 
-Eberlein, E. (2001). Application of generalized hyperbolic \enc{Lévy}{Levy} motions to finance. In \enc{Lévy}{Levy} processes (pp. 319-336). \enc{Birkhäuser}{Birkhauser} Boston.
+Eberlein, E. (2001). Application of generalized hyperbolic \enc{L??vy}{Levy} motions to finance. In \enc{L??vy}{Levy} processes (pp. 319-336). \enc{Birkh??user}{Birkhauser} Boston.
 \href{http://link.springer.com/chapter/10.1007/978-1-4612-0197-7_14}{http://link.springer.com/chapter/10.1007/978-1-4612-0197-7_14}
 
-Eberlein, E., & Hammerstein, E. A. V. (2004). Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes. In Seminar on stochastic analysis, random fields and applications IV (pp. 221-264). Birkhäuser Basel.
+Eberlein, E., & Hammerstein, E. A. V. (2004). Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes. In Seminar on stochastic analysis, random fields and applications IV (pp. 221-264). Birkh??user Basel.
 \href{http://link.springer.com/chapter/10.1007/978-3-0348-7943-9_15}{http://link.springer.com/chapter/10.1007/978-3-0348-7943-9_15}
 
 Madan, D. B., Carr, P. P., & Chang, E. C. (1998). The variance gamma process and option pricing. European finance review, 2(1), 79-105.
@@ -159,10 +159,10 @@
 
 ## rbgamma, dbgamma
 
-\enc{Küchler}{Kuchler}, U., & Tappe, S. (2008). Bilateral Gamma distributions and processes in financial mathematics. Stochastic Processes and their Applications, 118(2), 261-283.
+\enc{K??chler}{Kuchler}, U., & Tappe, S. (2008). Bilateral Gamma distributions and processes in financial mathematics. Stochastic Processes and their Applications, 118(2), 261-283.
 \href{http://www.sciencedirect.com/science/article/pii/S0304414907000609}{http://www.sciencedirect.com/science/article/pii/S0304414907000609}
 
-\enc{Küchler}{Kuchler}, U., & Tappe, S. (2008). On the shapes of bilateral Gamma densities. Statistics & Probability Letters, 78(15), 2478-2484.
+\enc{K??chler}{Kuchler}, U., & Tappe, S. (2008). On the shapes of bilateral Gamma densities. Statistics & Probability Letters, 78(15), 2478-2484.
 \href{http://www.sciencedirect.com/science/article/pii/S0167715208001521}{http://www.sciencedirect.com/science/article/pii/S0167715208001521}
 
 ## rstable
@@ -170,10 +170,10 @@
 Chambers, John M., Colin L. Mallows, and B. W. Stuck.  (1976) A method for simulating stable random variables, Journal of the american statistical association, 71(354), 340-344.
 \href{http://amstat.tandfonline.com/doi/abs/10.1080/01621459.1976.10480344}{http://amstat.tandfonline.com/doi/abs/10.1080/01621459.1976.10480344}
 
-Weron, \enc{Rafał}{Rafal}. (1996) On the Chambers-Mallows-Stuck method for simulating skewed stable random variables, Statistics & probability letters, 28.2, 165-171.
+Weron, \enc{Rafa??}{Rafal}. (1996) On the Chambers-Mallows-Stuck method for simulating skewed stable random variables, Statistics & probability letters, 28.2, 165-171.
 \href{http://www.sciencedirect.com/science/article/pii/0167715295001131}{http://www.sciencedirect.com/science/article/pii/0167715295001131}
 
-Weron, \enc{Rafał}{Rafal}. (2010) Correction to:" On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables", No. 20761, University Library of Munich, Germany.
+Weron, \enc{Rafa??}{Rafal}. (2010) Correction to:" On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables", No. 20761, University Library of Munich, Germany.
 \href{https://ideas.repec.org/p/pra/mprapa/20761.html}{https://ideas.repec.org/p/pra/mprapa/20761.html}
 
 ## rpts



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