[Yuima-commits] r813 - in pkg/yuima: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Aug 26 18:05:40 CEST 2022
Author: iacus
Date: 2022-08-26 18:05:39 +0200 (Fri, 26 Aug 2022)
New Revision: 813
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/NEWS
pkg/yuima/R/mmfrac.R
pkg/yuima/R/qgv.R
pkg/yuima/R/yuima.R
pkg/yuima/R/yuima.data.R
pkg/yuima/man/JBtest.Rd
pkg/yuima/man/fitCIR.Rd
pkg/yuima/man/hyavar.Rd
pkg/yuima/man/qmle.Rd
pkg/yuima/man/rng.Rd
pkg/yuima/man/simBmllag.Rd
pkg/yuima/man/simCIR.Rd
pkg/yuima/man/wllag.Rd
Log:
fixed small things for CRAN, see NEWS file
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/DESCRIPTION 2022-08-26 16:05:39 UTC (rev 813)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
-Version: 1.15.10
+Version: 1.15.13
Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature,
mvtnorm
Imports: Rcpp (>= 0.12.1), boot (>= 1.3-2), glassoFast,
Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/NEWS 2022-08-26 16:05:39 UTC (rev 813)
@@ -100,4 +100,18 @@
2022/03/22: fixed if-class issues
2022/03/23: fixed man issues
2022/06/22: added simCIR and fitCIR
-2022/06/23: modified simCIR and fitCIR.Rd
\ No newline at end of file
+2022/06/22: modified simCIR and fitCIR.Rd
+
+v. 1.15.13
+2022/08/22 fixed warning generated by Cpp code
+ update package maintainer email
+ fix a bug in simulation that appeared
+ under special circumstances
+ fixed notes on "lines wider than 100 characters:"
+ in .Rd files
+ fixed \keyword in .Rd files
+ fixed invalid urls in man/rng.Rd, man/simBmllag.Rd,
+ man/wllag.Rd, man/qmle.Rd
+ fixed timing issue in JBtest.Rd
+ fixed if(class()...) statements
+
Modified: pkg/yuima/R/mmfrac.R
===================================================================
--- pkg/yuima/R/mmfrac.R 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/R/mmfrac.R 2022-08-26 16:05:39 UTC (rev 813)
@@ -8,7 +8,8 @@
yuima.stop("yuima object is missing.")
}
- if(class(yuima)!="yuima"){
+ #if(class(yuima)!="yuima"){
+ if(!inherits(yuima,"yuima")){
yuima.stop("an object of class yuima is needed.")
}
Modified: pkg/yuima/R/qgv.R
===================================================================
--- pkg/yuima/R/qgv.R 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/R/qgv.R 2022-08-26 16:05:39 UTC (rev 813)
@@ -9,7 +9,8 @@
yuima.stop("yuima object is missing.")
}
- if(class(yuima)!="yuima"){
+# if(class(yuima)!="yuima"){
+ if(!inherits(yuima,"yuima")){
yuima.stop("an object of class yuima is needed.")
}
Modified: pkg/yuima/R/yuima.R
===================================================================
--- pkg/yuima/R/yuima.R 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/R/yuima.R 2022-08-26 16:05:39 UTC (rev 813)
@@ -36,10 +36,15 @@
} else if (is.language(expr) && is.symbol(expr[[1]])) {
# is there a rule in the table?
sym.name <- as.character(expr[[1]])
- if (class(try(Simplify.rule <-
+# if (class(try(Simplify.rule <-
+# get(sym.name, envir=yuima.env,
+# inherits=FALSE), silent=TRUE))
+# != "try-error")
+ tmpOutTry <- try(Simplify.rule <-
get(sym.name, envir=yuima.env,
- inherits=FALSE), silent=TRUE))
- != "try-error")
+ inherits=FALSE), silent=TRUE)
+
+ if(!inherits(tmpOutTry,"try-error"))
return(Simplify.rule(expr))
}
expr
Modified: pkg/yuima/R/yuima.data.R
===================================================================
--- pkg/yuima/R/yuima.data.R 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/R/yuima.data.R 2022-08-26 16:05:39 UTC (rev 813)
@@ -172,7 +172,8 @@
yd.tmp <- y.list[[1]]@data
for(idx in 2:y.num){
##:: error check
- if( class(y.list[[idx]])!="yuima"){
+ ##if( class(y.list[[idx]])!="yuima"){
+ if( !inherits(y.list[[idx]],"yuima")){
stop("arg ", idx, " is not yuima-class")
}
##:: bind
@@ -197,7 +198,8 @@
od.tmp <- yd.list[[1]]@original.data
for(idx in 2:yd.num){
##:: error check
- if( class(yd.list[[idx]])!="yuima.data" ){
+ ##if( class(yd.list[[idx]])!="yuima.data" ){
+ if( !inherits(yd.list[[idx]],"yuima.data") ){
stop("arg ", idx, " is not yuima.data-class.")
}
##:: bind
Modified: pkg/yuima/man/JBtest.Rd
===================================================================
--- pkg/yuima/man/JBtest.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/JBtest.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -1,4 +1,4 @@
-% Generated by roxygen2
+% Generated by roxygen2
\encoding{UTF-8}
\name{JBtest}
\alias{JBtest}
@@ -49,6 +49,7 @@
%\seealso{
%}
\examples{
+\dontrun{
set.seed(123)
mod <- setModel(drift="10-3*x",
diffusion="theta*(2+x^2)/(1+x^2)",
@@ -65,4 +66,5 @@
JBtest(yuima,start=list(theta=0.5),upper=c(theta=100)
,lower=c(theta=0),alpha=0.01)
-}
\ No newline at end of file
+}
+}
Modified: pkg/yuima/man/fitCIR.Rd
===================================================================
--- pkg/yuima/man/fitCIR.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/fitCIR.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -51,7 +51,7 @@
results <- fitCIR(data)
}
-\keyword{CIR diffusion, high-frequency sampling}
+\keyword{data}
Modified: pkg/yuima/man/hyavar.Rd
===================================================================
--- pkg/yuima/man/hyavar.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/hyavar.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -65,7 +65,7 @@
Bibinger, M. (2011)
Asymptotics of Asynchronicity,
- technical report, Available at \href{https://arxiv.org/abs/1106.4222}{arXiv:1106.4222}.
+ technical report, Available at \doi{10.48550/arXiv.1106.4222}.
Hayashi, T., Jacod, J. and Yoshida, N. (2011)
Irregular sampling and central limit theorems for power variations: The continuous case,
Modified: pkg/yuima/man/qmle.Rd
===================================================================
--- pkg/yuima/man/qmle.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/qmle.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -93,11 +93,11 @@
## COGARCH
-Iacus S. M., Mercuri L. and Rroji E.(2015) Discrete time approximation of a COGARCH (p, q) model and its estimation. \href{https://arxiv.org/abs/1511.00253}{https://arxiv.org/abs/1511.00253}
+Iacus S. M., Mercuri L. and Rroji E.(2015) Discrete time approximation of a COGARCH (p, q) model and its estimation. \doi{10.48550/arXiv.1511.00253}
## CARMA
-Iacus S. M., Mercuri L. (2015) Implementation of Levy CARMA model in Yuima package. Comp. Stat. (30) 1111-1141. \href{https://link.springer.com/article/10.1007/s00180-015-0569-7}{https://link.springer.com/article/10.1007/s00180-015-0569-7}
+Iacus S. M., Mercuri L. (2015) Implementation of Levy CARMA model in Yuima package. Comp. Stat. (30) 1111-1141. \doi{10.1007/s00180-015-0569-7}
}
\author{The YUIMA Project Team}
Modified: pkg/yuima/man/rng.Rd
===================================================================
--- pkg/yuima/man/rng.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/rng.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -1,4 +1,4 @@
-% Generated by roxygen2
+% Generated by roxygen2
\encoding{UTF-8}
\name{rng}
\alias{rng}
@@ -136,7 +136,7 @@
\doi{10.1111/1467-9469.00045}
Jorgensen, B. (2012). Statistical properties of the generalized inverse Gaussian distribution (Vol. 9). Springer Science & Business Media.
-\href{https://link.springer.com/la/book/9780387906652}{https://link.springer.com/la/book/9780387906652}
+\href{https://link.springer.com/book/10.1007/978-1-4612-5698-4}{https://link.springer.com/book/10.1007/978-1-4612-5698-4}
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.
\doi{10.1080/00031305.1976.10479147}
Modified: pkg/yuima/man/simBmllag.Rd
===================================================================
--- pkg/yuima/man/simBmllag.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/simBmllag.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -75,7 +75,7 @@
Hayashi, T. and Koike, Y. (2018b).
Multi-scale analysis of lead-lag relationships in high-frequency financial markets.
-\href{https://arxiv.org/abs/1708.03992}{arXiv:1708.03992}.
+\doi{10.48550/arXiv.1708.03992}.
}
\author{
%% ~~who you are~~
Modified: pkg/yuima/man/simCIR.Rd
===================================================================
--- pkg/yuima/man/simCIR.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/simCIR.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -52,16 +52,26 @@
}
\examples{
-##You always need the parameters alpha, beta and gamma
-##Additionally e.g. time.points
-data <- simCIR(alpha=3,beta=1,gamma=1,time.points = c(0,0.1,0.2,0.25,0.3))
-## or n, number of observations, h, distance between observations, and equi.dist=TRUE
+## You always need the parameters alpha, beta and gamma
+## Additionally e.g. time.points
+data <- simCIR(alpha=3,beta=1,gamma=1,
+ time.points = c(0,0.1,0.2,0.25,0.3))
+## or n, number of observations, h, distance between observations,
+## and equi.dist=TRUE
data <- simCIR(alpha=3,beta=1,gamma=1,n=1000,h=0.1,equi.dist=TRUE)
plot(data[1,],data[2,], type="l",col=4)
-## If you input every value and equi.dist=TRUE, time.points are not used for the simulations.
-data <- simCIR(alpha=3,beta=1,gamma=1,n=1000,h=0.1, time.points = c(0,0.1,0.2,0.25,0.3), equi.dist=TRUE)
-## If you leave equi.dist=FALSE, the parameters n and h are not used for the simulation.
-data <- simCIR(alpha=3,beta=1,gamma=1,n=1000,h=0.1, time.points = c(0,0.1,0.2,0.25,0.3))
+
+## If you input every value and equi.dist=TRUE, time.points are not
+## used for the simulations.
+
+data <- simCIR(alpha=3,beta=1,gamma=1,n=1000,h=0.1,
+ time.points = c(0,0.1,0.2,0.25,0.3),
+ equi.dist=TRUE)
+
+## If you leave equi.dist=FALSE, the parameters n and h are not
+## used for the simulation.
+data <- simCIR(alpha=3,beta=1,gamma=1,n=1000,h=0.1,
+ time.points = c(0,0.1,0.2,0.25,0.3))
}
\keyword{CIR diffusion}
Modified: pkg/yuima/man/wllag.Rd
===================================================================
--- pkg/yuima/man/wllag.Rd 2022-08-10 13:49:38 UTC (rev 812)
+++ pkg/yuima/man/wllag.Rd 2022-08-26 16:05:39 UTC (rev 813)
@@ -86,7 +86,7 @@
Hayashi, T. and Koike, Y. (2018b).
Multi-scale analysis of lead-lag relationships in high-frequency financial markets.
-\href{https://arxiv.org/abs/1708.03992}{arXiv:1708.03992}.
+\doi{10.48550/arXiv.1708.03992}.
Hoffmann, M., Rosenbaum, M. and Yoshida, N. (2013)
Estimation of the lead-lag parameter from non-synchronous data,
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