[Yuima-commits] r780 - in pkg/yuima: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jan 26 10:38:12 CET 2022
Author: iacus
Date: 2022-01-26 10:38:12 +0100 (Wed, 26 Jan 2022)
New Revision: 780
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/NEWS
pkg/yuima/man/cce.Rd
pkg/yuima/man/cce.factor.Rd
pkg/yuima/man/hyavar.Rd
pkg/yuima/man/ntv.Rd
pkg/yuima/man/phi.test.Rd
pkg/yuima/man/rng.Rd
Log:
fixed Rd issue and commited to CRAN
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/DESCRIPTION 2022-01-26 09:38:12 UTC (rev 780)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
-Version: 1.15.1
+Version: 1.15.2
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 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/NEWS 2022-01-26 09:38:12 UTC (rev 780)
@@ -1,25 +1,30 @@
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
+ 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 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
+ 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]
+2014/05/04: 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
@@ -33,54 +38,60 @@
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)
+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
+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
+2017/02/23: modified sim.euler.R and removed euler.c due to a memory
+ corruption, fixed 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
+2017/04/12: 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
+ 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
-2019/4/8: modified adaBayes.R
-2019/7/19: added cce.factor.R, cce.factor.Rd
- modified llag.test.Rd, bns.test.Rd, hyavar.R, mpv.Rd, mllag.Rd, llag.Rd, cce.Rd, spectralcov.R, JBtest.Rd, snr.Rd
-2020/2/6: fixed length(class(matrix))>2 issue. Code for simPoi fastened.
-2020/3/5: should have fixed qmleLevy if() condition and rhck PROTECT problems
-2020/4/25: modified IC.R, IC.Rd, and adaBayes.R
-2020/4/28: new functions simBmllag and wllag are added
- the default value of tol of llag is changed to 1e-6
- the wavethresh package is imported for implementation of wllag
- 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
-2021/3/13: fixed a bug in qmle when joint = TRUE and the parameter space is one-dimensional
-2021/3/15: fixed a bug in qmle when yuima at model@parameter at measure is character(0) and yuima at model@measure.type is "CP"
-2021/8/16: fixed a bug in simulate when the jump intensity is not a parameter
-2021/9/24: fixed a bug regarding the "fixed" argument in qmle
+2018/12/04: a bug in euler.c is fixed
+ modified cce.R, hyavar.R, llag.R, sim.euler.R
+2019/04/08: modified adaBayes.R
+2019/07/19: added cce.factor.R, cce.factor.Rd
+ modified llag.test.Rd, bns.test.Rd, hyavar.R, mpv.Rd, mllag.Rd,
+ llag.Rd, cce.Rd, spectralcov.R, JBtest.Rd, snr.Rd
+2020/02/06: fixed length(class(matrix))>2 issue. Code for simPoi fastened.
+2020/03/05: should have fixed qmleLevy if() condition and rhck PROTECT problems
+2020/04/25: modified IC.R, IC.Rd, and adaBayes.R
+2020/04/28: new functions simBmllag and wllag are added
+ the default value of tol of llag is changed to 1e-6
+ the wavethresh package is imported for implementation of wllag
+ fixed length(class(matrix))>2 issue
+ cce.factor.Rd, IC.Rd and llag.Rd are revised
+2021/02/05: modified adaBayes.R and adaBayes.Rd
+2021/02/26: modified qmle.R and qmle.Rd
+2021/03/13: fixed a bug in qmle when joint = TRUE and the parameter
+ space is one-dimensional
+2021/03/15: fixed a bug in qmle when yuima at model@parameter at measure is character(0)
+ and yuima at model@measure.type is "CP"
+2021/08/16: fixed a bug in simulate when the jump intensity is not a parameter
+2021/09/24: fixed a bug regarding the "fixed" argument in qmle
2021/11/23: fixed a bug regarding the "psd" argument in lmm
2021/11/28: added ntv.R, pz.test.R, lm.jumptest.R, ntv.Rd, pz.test.Rd, lm.jumptest.Rd
modified mpv.Rd, bns.test.Rd
-2021/12/15: added ae.R, ae.cpp, ae.Rd, aeCharacteristic.Rd, aeDensity.Rd, aeExpectation.Rd, aeKurtosis.Rd, aeMarginal.Rd
- aeMean.Rd, aeMoment.Rd, aeSd.Rd, aeSkewness.Rd, yuima.ae-class.Rd, updated NAMESPACE, updated yuima_init.c,
- updated DESCRIPTION to add package calculus in Imports
-2021/1/25: fixed a protection issue in euler.c
+2021/12/15: added ae.R, ae.cpp, ae.Rd, aeCharacteristic.Rd, aeDensity.Rd,
+ aeExpectation.Rd, aeKurtosis.Rd, aeMarginal.Rd
+ aeMean.Rd, aeMoment.Rd, aeSd.Rd, aeSkewness.Rd,
+ yuima.ae-class.Rd, updated NAMESPACE, updated yuima_init.c,
+ updated DESCRIPTION to add package calculus in Imports
+2021/01/25: fixed a protection issue in euler.c
Modified: pkg/yuima/man/cce.Rd
===================================================================
--- pkg/yuima/man/cce.Rd 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/man/cce.Rd 2022-01-26 09:38:12 UTC (rev 780)
@@ -318,6 +318,7 @@
\code{\link{setModel}}, \code{\link{setData}}, \code{\link{hyavar}}, \code{\link{lmm}}, \code{\link{cce.factor}}
}
\examples{
+\dontrun{
## Set a model
diff.coef.1 <- function(t, x1 = 0, x2 = 0) sqrt(1+t)
diff.coef.2 <- function(t, x1 = 0, x2 = 0) sqrt(1+t^2)
@@ -477,8 +478,8 @@
## Nonparametric QMLE: consistent
cce(noisy.psample,method="QMLE")$covmat
-
}
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}
Modified: pkg/yuima/man/cce.factor.Rd
===================================================================
--- pkg/yuima/man/cce.factor.Rd 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/man/cce.factor.Rd 2022-01-26 09:38:12 UTC (rev 780)
@@ -231,6 +231,7 @@
\code{\link{cce}}, \code{\link{lmm}}, \code{\link{glassoFast}}
}
\examples{
+\dontrun{
set.seed(123)
## Simulating a factor process (Heston model)
@@ -314,6 +315,7 @@
# after implementing PCA (the scree plot is depicted)
# Try: est <- cce.factor(yuima2, PCA = TRUE)
}
+}
% 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/hyavar.Rd
===================================================================
--- pkg/yuima/man/hyavar.Rd 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/man/hyavar.Rd 2022-01-26 09:38:12 UTC (rev 780)
@@ -90,6 +90,7 @@
\code{\link{setData}}, \code{\link{cce}}
}
\examples{
+\dontrun{
## Set a model
diff.coef.1 <- function(t, x1 = 0, x2 = 0) sqrt(1+t)
diff.coef.2 <- function(t, x1 = 0, x2 = 0) sqrt(1+t^2)
@@ -178,8 +179,8 @@
se.z <- se.cor/(1 - cor.est^2) # standard error for z (calculated by the delta method)
## 95\% confidence interval for correlation via the Fisher z transformation
c(lower = tanh(z + qnorm(0.025) * se.z), upper = tanh(z + qnorm(0.975) * se.z))
-
}
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}
Modified: pkg/yuima/man/ntv.Rd
===================================================================
--- pkg/yuima/man/ntv.Rd 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/man/ntv.Rd 2022-01-26 09:38:12 UTC (rev 780)
@@ -86,6 +86,7 @@
\code{\link{mpv}}, \code{\link{cce}}, \code{\link{bns.test}}, \code{\link{lm.jumptest}}, \code{\link{pz.test}}
}
\examples{
+\dontrun{
set.seed(123)
# One-dimensional case
@@ -140,6 +141,7 @@
minrv.test(yuima) # test is performed component-wise
medrv.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/phi.test.Rd
===================================================================
--- pkg/yuima/man/phi.test.Rd 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/man/phi.test.Rd 2022-01-26 09:38:12 UTC (rev 780)
@@ -26,6 +26,7 @@
}
\author{The YUIMA Project Team}
\examples{
+\dontrun{
model<- setModel(drift="t1*(t2-x)",diffusion="t3")
T<-10
n<-1000
@@ -44,7 +45,7 @@
phi.test(X, H0=h1, phi=phi1, start=h0, lower=list(t1=0.1, t2=0.1, t3=0.1),
upper=list(t1=2,t2=2,t3=2),method="L-BFGS-B")
}
-
+}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ts}
Modified: pkg/yuima/man/rng.Rd
===================================================================
--- pkg/yuima/man/rng.Rd 2022-01-25 06:47:06 UTC (rev 779)
+++ pkg/yuima/man/rng.Rd 2022-01-26 09:38:12 UTC (rev 780)
@@ -135,7 +135,7 @@
\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://www.springer.com/la/book/9780387906652}{https://www.springer.com/la/book/9780387906652}
+\href{https://link.springer.com/la/book/9780387906652}{https://link.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.
\doi{10.1080/00031305.1976.10479147}
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