[Yuima-commits] r750 - in pkg/yuima: . R

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

Author: kyuta
Date: 2021-03-13 03:39:54 +0100 (Sat, 13 Mar 2021)
New Revision: 750

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/NEWS
   pkg/yuima/R/qmle.R
Log:
fixed a bug in qmle when joint = TRUE and the parameter space is one-dimensional

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2021-03-06 04:47:26 UTC (rev 749)
+++ pkg/yuima/DESCRIPTION	2021-03-13 02:39:54 UTC (rev 750)
@@ -1,7 +1,7 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project Package for SDEs
-Version: 1.10.5
+Version: 1.10.6
 Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature,
         mvtnorm
 Imports: Rcpp (>= 0.12.1), boot (>= 1.3-2), glassoFast, wavethresh,

Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS	2021-03-06 04:47:26 UTC (rev 749)
+++ pkg/yuima/NEWS	2021-03-13 02:39:54 UTC (rev 750)
@@ -72,4 +72,5 @@
            fixed length(class(matrix))>2 issue
            cce.factor.Rd, IC.Rd and llag.Rd are revised
 2021/2/5: modified adaBayes.R and adaBayes.Rd
-2021/2/26: modified qmle.R and qmle.Rd
\ No newline at end of file
+2021/2/26: modified qmle.R and qmle.Rd
+2021/3/13: fixed a bug in qmle when joint = TRUE and the parameter space is one-dimensional
\ No newline at end of file

Modified: pkg/yuima/R/qmle.R
===================================================================
--- pkg/yuima/R/qmle.R	2021-03-06 04:47:26 UTC (rev 749)
+++ pkg/yuima/R/qmle.R	2021-03-13 02:39:54 UTC (rev 750)
@@ -664,8 +664,13 @@
         HaveDriftHess <- TRUE
         HaveDiffHess <- TRUE
       } else { ### one dimensional optim
-        opt1 <- optimize(f, ...) ## an interval should be provided
+        # YK Mar. 13, 2021: bug fixed
+        #opt1 <- optimize(f, ...) ## an interval should be provided
+        #oout <- list(par = opt1$minimum, value = opt1$objective)
+        opt1 <- optimize(f, lower = lower[[names(new.start)]],
+                         upper = upper[[names(new.start)]], ...)
         oout <- list(par = opt1$minimum, value = opt1$objective)
+        names(oout$par) <- names(new.start)
       } ### endif( length(start)>1 )
       theta1 <- oout$par[diff.par]
       theta2 <- oout$par[drift.par]