[Yuima-commits] r778 - in pkg/yuima: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jan 4 16:29:23 CET 2022
Author: iacus
Date: 2022-01-04 16:29:23 +0100 (Tue, 04 Jan 2022)
New Revision: 778
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/man/IC.Rd
pkg/yuima/man/ae.Rd
pkg/yuima/man/aeCharacteristic.Rd
pkg/yuima/man/aeDensity.Rd
pkg/yuima/man/aeExpectation.Rd
pkg/yuima/man/aeKurtosis.Rd
pkg/yuima/man/aeMean.Rd
pkg/yuima/man/aeMoment.Rd
pkg/yuima/man/aeSd.Rd
pkg/yuima/man/aeSkewness.Rd
pkg/yuima/man/asymptotic_term.Rd
pkg/yuima/man/llag.test.Rd
pkg/yuima/man/mpv.Rd
pkg/yuima/man/pz.test.Rd
pkg/yuima/man/rng.Rd
Log:
fixed to pass CRAN
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/DESCRIPTION 2022-01-04 15:29:23 UTC (rev 778)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
-Version: 1.14.0
+Version: 1.15.0
Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature,
mvtnorm
Imports: Rcpp (>= 0.12.1), boot (>= 1.3-2), glassoFast, wavethresh,
@@ -12,10 +12,4 @@
License: GPL-2
URL: https://yuimaproject.com
LinkingTo: Rcpp, RcppArmadillo
-Repository: R-Forge
-Repository/R-Forge/Project: yuima
-Repository/R-Forge/Revision: 738
-Repository/R-Forge/DateTimeStamp: 2020-12-20 19:24:37
-Date/Publication: 2020-12-20 19:24:37
NeedsCompilation: yes
-Packaged: 2021-01-25 06:56:32 UTC; shoichieguchi
Modified: pkg/yuima/man/IC.Rd
===================================================================
--- pkg/yuima/man/IC.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/IC.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -91,7 +91,7 @@
## AIC, BIC
-Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle. In Second International Symposium on Information Theory (Tsahkadsor, 1971), 267-281. \href{https://link.springer.com/chapter/10.1007/978-1-4612-1694-0_15}{https://link.springer.com/chapter/10.1007/978-1-4612-1694-0_15}
+Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle. In Second International Symposium on Information Theory (Tsahkadsor, 1971), 267-281. \doi{10.1007/978-1-4612-1694-0_15}
Schwarz, G. (1978). Estimating the dimension of a model. The Annals of Statistics, 6(2), 461-464. \doi{10.1214/aos/1176344136}
@@ -101,7 +101,7 @@
## CIC
-Uchida, M. (2010). Contrast-based information criterion for ergodic diffusion processes from discrete observations. Annals of the Institute of Statistical Mathematics, 62(1), 161-187. \href{https://link.springer.com/article/10.1007/s10463-009-0245-1}{https://link.springer.com/article/10.1007/s10463-009-0245-1}
+Uchida, M. (2010). Contrast-based information criterion for ergodic diffusion processes from discrete observations. Annals of the Institute of Statistical Mathematics, 62(1), 161-187. \doi{10.1007/s10463-009-0245-1}
## Model weight
Modified: pkg/yuima/man/ae.Rd
===================================================================
--- pkg/yuima/man/ae.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/ae.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -44,7 +44,7 @@
if \code{eps.var} does not appear in the model specification, then it is internally added in front of the diffusion matrix to apply the asymptotic expansion scheme.
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -66,8 +66,8 @@
lines(x, aeDensity(x = x, ae = approx, order = 2), col = 3)
lines(x, aeDensity(x = x, ae = approx, order = 3), col = 4)
lines(x, aeDensity(x = x, ae = approx, order = 4), col = 5)
-
}
+}
\author{
Emanuele Guidotti <emanuele.guidotti at unine.ch>
}
Modified: pkg/yuima/man/aeCharacteristic.Rd
===================================================================
--- pkg/yuima/man/aeCharacteristic.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeCharacteristic.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -22,7 +22,7 @@
Asymptotic Expansion - Characteristic Function
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -51,5 +51,5 @@
# 4) list
lst <- list(u1 = seq(0, 1, by = 0.1))
psi <- aeCharacteristic(lst, ae = approx, order = 4)
-
}
+}
Modified: pkg/yuima/man/aeDensity.Rd
===================================================================
--- pkg/yuima/man/aeDensity.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeDensity.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -22,7 +22,7 @@
Asymptotic Expansion - Density
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -56,5 +56,5 @@
# compare
plot(x = exact, y = density, xlab = "Exact", ylab = "Approximated")
-
}
+}
Modified: pkg/yuima/man/aeExpectation.Rd
===================================================================
--- pkg/yuima/man/aeExpectation.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeExpectation.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -26,7 +26,7 @@
Compute the expected value of functionals.
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -43,5 +43,5 @@
# compare with the mean computed by differentiation of the characteristic function
aeMean(approx)
-
}
+}
Modified: pkg/yuima/man/aeKurtosis.Rd
===================================================================
--- pkg/yuima/man/aeKurtosis.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeKurtosis.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -20,7 +20,7 @@
Asymptotic Expansion - Kurtosis
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -37,5 +37,5 @@
# expansion order 1
aeKurtosis(ae = approx, order = 1)
-
}
+}
Modified: pkg/yuima/man/aeMean.Rd
===================================================================
--- pkg/yuima/man/aeMean.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeMean.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -20,7 +20,7 @@
Asymptotic Expansion - Mean
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -37,5 +37,5 @@
# expansion order 1
aeMean(ae = approx, order = 1)
-
}
+}
Modified: pkg/yuima/man/aeMoment.Rd
===================================================================
--- pkg/yuima/man/aeMoment.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeMoment.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -22,7 +22,7 @@
Asymptotic Expansion - Moments
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -45,5 +45,5 @@
# second moment, expansion order 1
aeMoment(ae = approx, m = 2, order = 1)
-
}
+}
Modified: pkg/yuima/man/aeSd.Rd
===================================================================
--- pkg/yuima/man/aeSd.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeSd.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -20,7 +20,7 @@
Asymptotic Expansion - Standard Deviation
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -37,5 +37,5 @@
# expansion order 1
aeSd(ae = approx, order = 1)
-
}
+}
Modified: pkg/yuima/man/aeSkewness.Rd
===================================================================
--- pkg/yuima/man/aeSkewness.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/aeSkewness.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -20,7 +20,7 @@
Asymptotic Expansion - Skewness
}
\examples{
-
+\dontrun{
# model
gbm <- setModel(drift = 'mu*x', diffusion = 'sigma*x', solve.variable = 'x')
@@ -37,5 +37,5 @@
# expansion order 1
aeSkewness(ae = approx, order = 1)
-
}
+}
Modified: pkg/yuima/man/asymptotic_term.Rd
===================================================================
--- pkg/yuima/man/asymptotic_term.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/asymptotic_term.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -25,6 +25,7 @@
we need to fix this routine.
}
\examples{
+\dontrun{
# to the Black-Scholes economy:
# dXt^e = Xt^e * dt + e * Xt^e * dWt
diff.matrix <- "x*e"
@@ -86,8 +87,8 @@
## asymp <- asymptotic_term(yuima, block=10, rho,g)
## sum(asymp$d0 + e * asymp$d1)
-
}
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
Modified: pkg/yuima/man/llag.test.Rd
===================================================================
--- pkg/yuima/man/llag.test.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/llag.test.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -73,8 +73,7 @@
%% ~put references to the literature/web site here ~
Koike, Y. (2019).
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data,
-\emph{Annals of Statistics}, \bold{47}, 1663--1687.
-\href{https://arxiv.org/abs/1709.00353}{arXiv:1709.00353}.
+\emph{Annals of Statistics}, \bold{47}, 1663--1687. \doi{10.1214/18-AOS1731}.
}
\author{
%% ~~who you are~~
@@ -89,6 +88,7 @@
\code{\link{cce}}, \code{\link{hyavar}}, \code{\link{mllag}}, \code{\link{llag}}
}
\examples{
+\dontrun{
# The following example is taken from mllag
## Set a model
@@ -135,6 +135,7 @@
## Since the lead-lag parameter for the pair(x1, x3) is not contained in G,
## the null hypothesis is not rejected for this pair
}
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}% use one of RShowDoc("KEYWORDS")
Modified: pkg/yuima/man/mpv.Rd
===================================================================
--- pkg/yuima/man/mpv.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/mpv.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -74,7 +74,7 @@
\code{\link{setData}}, \code{\link{cce}}, \code{\link{minrv}}, \code{\link{medrv}}
}
\examples{
-
+\dontrun{
set.seed(123)
# One-dimensional case
@@ -110,7 +110,7 @@
mpv(yuima,list(c(1,1),1,rep(2/3,3))) # true varue is c(1/3,1/2,1/3)
}
-
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}
Modified: pkg/yuima/man/pz.test.Rd
===================================================================
--- pkg/yuima/man/pz.test.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/pz.test.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -83,6 +83,7 @@
\code{\link{bns.test}}, \code{\link{lm.jumptest}}, \code{\link{minrv.test}}, \code{\link{medrv.test}}
}
\examples{
+\dontrun{
set.seed(123)
# One-dimensional case
@@ -122,6 +123,7 @@
pz.test(yuima) # test is performed component-wise
}
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory (show via RShowDoc("KEYWORDS")):
\keyword{ts}
Modified: pkg/yuima/man/rng.Rd
===================================================================
--- pkg/yuima/man/rng.Rd 2021-12-27 16:45:30 UTC (rev 777)
+++ pkg/yuima/man/rng.Rd 2022-01-04 15:29:23 UTC (rev 778)
@@ -132,46 +132,46 @@
Chhikara, R. (1988). The Inverse Gaussian Distribution: Theory: Methodology, and Applications (Vol. 95). CRC Press.
H??rmann, W., & Leydold, J. (2014). Generating generalized inverse Gaussian random variates. Statistics and Computing, 24(4), 547-557.
-\href{https://onlinelibrary.wiley.com/doi/abs/10.1111/1467-9469.00045}{https://onlinelibrary.wiley.com/doi/abs/10.1111/1467-9469.00045}
+\doi{10.1111/1467-9469.00045}
-J??rgensen, B. (2012). Statistical properties of the generalized inverse Gaussian distribution (Vol. 9). Springer Science & Business Media.
+Jorgensen, B. (2012). Statistical properties of the generalized inverse Gaussian distribution (Vol. 9). Springer Science & Business Media.
\href{https://www.springer.com/la/book/9780387906652}{https://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.
-\href{https://www.tandfonline.com/doi/abs/10.1080/00031305.1976.10479147}{https://www.tandfonline.com/doi/abs/10.1080/00031305.1976.10479147}
+\doi{10.1080/00031305.1976.10479147}
## rGH, dGH, rNIG, dNIG, rvgamma, dvgamma
Barndorff-Nielsen, O. (1977). Exponentially decreasing distributions for the logarithm of particle size. In Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences (Vol. 353, No. 1674, pp. 401-419). The Royal Society.
-\href{https://www.royalsocietypublishing.org/doi/abs/10.1098/rspa.1977.0041}{https://www.royalsocietypublishing.org/doi/abs/10.1098/rspa.1977.0041}
+\doi{10.1098/rspa.1977.0041}
Barndorff-Nielsen, O. E. (1997). Processes of normal inverse Gaussian type. Finance and stochastics, 2(1), 41-68.
-\href{https://link.springer.com/article/10.1007/s007800050032}{https://link.springer.com/article/10.1007/s007800050032}
+\doi{10.1007/s007800050032}
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{https://link.springer.com/chapter/10.1007/978-1-4612-0197-7_14}{https://link.springer.com/chapter/10.1007/978-1-4612-0197-7_14}
+\doi{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). Birkh??user Basel.
-\href{https://link.springer.com/chapter/10.1007/978-3-0348-7943-9_15}{https://link.springer.com/chapter/10.1007/978-3-0348-7943-9_15}
+\doi{10.1007/978-1-4612-0197-7_14}
Madan, D. B., Carr, P. P., & Chang, E. C. (1998). The variance gamma process and option pricing. European finance review, 2(1), 79-105.
-\href{https://onlinelibrary.wiley.com/doi/abs/10.1111/1467-9469.00045}{https://onlinelibrary.wiley.com/doi/abs/10.1111/1467-9469.00045}
+\doi{10.1111/1467-9469.00045}
## rbgamma, dbgamma
\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{https://www.sciencedirect.com/science/article/pii/S0304414907000609}{https://www.sciencedirect.com/science/article/pii/S0304414907000609}
+\doi{10.1016/j.spa.2007.04.006}
\enc{K??chler}{Kuchler}, U., & Tappe, S. (2008). On the shapes of bilateral Gamma densities. Statistics & Probability Letters, 78(15), 2478-2484.
-\href{https://www.sciencedirect.com/science/article/pii/S0167715208001521}{https://www.sciencedirect.com/science/article/pii/S0167715208001521}
+\doi{10.1016/j.spa.2007.04.006}
## rstable
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{https://amstat.tandfonline.com/doi/abs/10.1080/01621459.1976.10480344}{https://amstat.tandfonline.com/doi/abs/10.1080/01621459.1976.10480344}
+\doi{10.1080/01621459.1976.10480344}
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{https://www.sciencedirect.com/science/article/pii/0167715295001131}{https://www.sciencedirect.com/science/article/pii/0167715295001131}
+\doi{10.1016/0167-7152(95)00113-1}
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}
@@ -179,7 +179,7 @@
## rpts
Kawai, R., & Masuda, H. (2011). On simulation of tempered stable random variates. Journal of Computational and Applied Mathematics, 235(8), 2873-2887.
-\href{https://www.sciencedirect.com/science/article/pii/S0377042710006643}{https://www.sciencedirect.com/science/article/pii/S0377042710006643}
+\doi{10.1016/j.cam.2010.12.014}
## rnts
@@ -188,7 +188,7 @@
}
\examples{
-
+\dontrun{
set.seed(123)
# Ex 1. (One-dimensional standard Cauchy distribution)
@@ -259,7 +259,7 @@
x<-10 # the number of r.n
rGH(x,lambda,alpha,beta,delta,mu,Lambda)
}
-
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}
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