version 1.0.2

DESCRIPTION

@@ -0,0 +1,17 @@
+Package: yuima
+Type: Package
+Title: The YUIMA Project package
+Version: 1.0.2
+Date: 2014-03-20
+Depends: methods, zoo, stats4, utils, expm
+Suggests: cubature, mvtnorm
+Author: YUIMA Project Team.
+Maintainer: Stefano M. Iacus <stefano.iacus@R-project.org>
+Description: The YUIMA Project for Simulation and Inference 
+ for Stochastic Differential Equations.
+License: GPL-2
+URL: http://R-Forge.R-project.org/projects/yuima/
+Packaged: 2014-03-20 05:39:28 UTC; jago
+NeedsCompilation: yes
+Repository: CRAN
+Date/Publication: 2014-03-20 07:35:27

MD5

@@ -0,0 +1,84 @@
+94d55d512a9ba36caa9b7df079bae19f *COPYING
+a60560377dd3574493a364660eb78848 *DESCRIPTION
+e1ae75b358fc76012c75f775156fe80b *NAMESPACE
+9350d490863ce066c694999306acb0c4 *NEWS
+88f93f4a6f4f1891c2efa763a8368caf *R/AllClasses.R
+10af31dabef9c78bcb1bcdae2b858598 *R/CPoint.R
+43bd5dd11f7488413ca48990fe63b07a *R/CarmaRecovNoise.R
+4b3325c594164c1ef9e617555903b7ec *R/CholeskyfGn.R
+124b71a14243eff366bfa88280226965 *R/WoodChanfGn.R
+ade733cf8fce4b255d386c50265cab77 *R/adaBayes.R
+c1c7976024dade86faeb4c20ebc8ca51 *R/asymptotic_term_second.R
+45e8fcaef8cc69ec83fc897c19fef5ee *R/asymptotic_term_third.R
+a2e9dba4d2ab571053806a3463dd0157 *R/asymptotic_term_third_function.R
+3878b53ad6b45165671e6992e19bcced *R/bns.test.R
+250e53b01e8a79f69319c92dc95eaf94 *R/cce.R
+9dee0c0188986feafbaa0920600824e2 *R/lasso.R
+80a34e4a1f572dd2115686cee71be223 *R/limiting.gamma.R
+be78707367e530dc14e27e0132167feb *R/llag.R
+f6ab699bac600a3e5955f46962c224c4 *R/lse.R
+8dff29b07d75ba4703870061db483f75 *R/mmfrac.R
+70759bc971fc6d2b6b15fc8ec668a894 *R/mpv.R
+ee94a80376999cb09d7a5c984b520687 *R/noisy.sampling.R
+e920d4330c561d82faa6695675da2d3b *R/phi.test.R
+197ae3a057ce2b8309af7c30a30f3337 *R/poisson.random.sampling.R
+6590dec2df8596e6bb2309d9221d29bc *R/qgv.R
+916dc84a8319695ced0c81ecb1d29d26 *R/qmle.R
+a81676b55b502aad5f261b664680f537 *R/rng.R
+1f567847cf9c65fa085f2f9a50d3e8e6 *R/sampling2grid.R
+b51ccb32c0eb42f1f41a2cb0f9146e32 *R/setCarma.R
+d7dc3885408f7f8d349dd5d501386811 *R/sim.euler.R
+5aa68e7df785d0e52e531afa11b294c2 *R/sim.euler.space.discretized.R
+4e853abd5a8650f417708751b1616e44 *R/simFunctional.R
+4c491167e360daeb4b34816c979b9f8f *R/simulate.R
+f506cf2d30a5f912b5221112d7ae8965 *R/subsampling.R
+074dc2d814dee60f80b59ba5014cff4d *R/toLatex.R
+f8b1e52fda98c6f6128ce9ea1551f4bd *R/yuima.R
+edfabacecae0ebb9b40324f1d499b4b9 *R/yuima.characteristic.R
+f7f8cb9df60cdebfb6348ef2bc882b0b *R/yuima.data.R
+56a8471869f97e9fb2e53ce8d5ce3252 *R/yuima.functional.R
+00b08aaaad567e676ada82c567893b06 *R/yuima.model.R
+f75a561a3ff0ff4955bcd329128e1e2e *R/yuima.sampling.R
+c1ee1ff8bddedff2f1dd24eeb10782c3 *R/zzz.R
+ba391af8d40ef453c6d0a726d4170ffa *inst/AUTHORS
+c39fee5ae7e8ac95f0d0e32290b8da46 *inst/CITATION
+cd8687c920284fc3afb12b9638fa70d2 *inst/COPYRIGHTS
+23d5eabd12f27b9ac1c3cf49db27a8ed *man/CPoint.Rd
+1a1ff5df3852039b818f8ac9166b2ea1 *man/CarmaRecovNoise.Rd
+8d58fd161183296785e5b46c700957cb *man/adaBayes.Rd
+246cfd2ae45d70a7082f4ca558a946a3 *man/asymptotic_term.Rd
+cd4c530aef0469d9b86787b2dd843bcd *man/bns.test.Rd
+d3a8b9c61dcbd7bba509401886329b9c *man/carma.info-class.Rd
+97843ab2beecfee0d0d7c2936d8526d0 *man/cce.Rd
+bc7cde41c45c90f70d5e39e4363ebbb3 *man/lasso.Rd
+83b71e10610d8835a34015fafd55363c *man/limiting.gamma.Rd
+6dfe9e9746801fc034e6ea531d6cfd8b *man/llag.Rd
+690314aa60f24feb7fb8c754b4b18950 *man/mmfrac.Rd
+854eef2bdc9e5c4fbe61e78c5f671843 *man/model.parameter-class.Rd
+4f5e4bc68063c3660d9631ae7815a18f *man/mpv.Rd
+7440d3438479efc0b88121047b884086 *man/noisy.sampling.Rd
+1e62c8b5975366714ae0a052acb8b41c *man/phi.test.Rd
+7566b9ac61bee8350513827f37448cb7 *man/poisson.random.sampling.Rd
+b3165cb5569c8200e1951475a788de29 *man/qgv.Rd
+fa3ba0b1f246c33c0f3fb5780955c7e3 *man/qmle.Rd
+3a21c90c366ccae181e12b2d671541f5 *man/rng.Rd
+462fdc39ca445291aa57448f8fa5b201 *man/setCarma.Rd
+ad4ddfb720691c328760854eda4d505b *man/setCharacteristic.Rd
+32243d3c0a8bd0edb1f9770e83714c75 *man/setData.Rd
+85e350be0518275991a13c21e6f2723f *man/setFunctional.Rd
+25818ea0309156b49f9ea636b0806c74 *man/setModel.Rd
+0512596ff48ff056083590f1a6b0fe3f *man/setSampling.Rd
+9472c984217193e30caa73d6520b719f *man/setYuima.Rd
+ab5b290fd33ce465c9c035d49995ce77 *man/simFunctional.Rd
+c4a58981818f4b1e46ed4ea305d8d65b *man/simulate.Rd
+114989e6fbd3d202b0f3a6650a019abb *man/subsampling.Rd
+b1a949448d14837ea6b6a659b6aaa87f *man/toLatex.Rd
+4d6967e5c90892209f7bb705f20206dc *man/yuima-class.Rd
+a872797da9d737b32b5ed1ed546850e5 *man/yuima.carma-class.Rd
+a8ad9a0ee34057059cf1712f104ddfae *man/yuima.carma.qmle-class.Rd
+eef1fed04f5cfb5e46597d6189fbab1b *man/yuima.characteristic-class.Rd
+567d0e7cd9693628511083b185d6f480 *man/yuima.data-class.Rd
+14d129c89f98d6fc2237dd6a92705b73 *man/yuima.functional-class.Rd
+75b82c6075bfd6f69e2ebf7b02cd243a *man/yuima.model-class.Rd
+ffbff0dc3f384712fe20d939c8c9bd84 *man/yuima.sampling-class.Rd
+739de5b6ec72b3afb0d24e7f8b03c37e *src/cce_functions.c

NAMESPACE

@@ -0,0 +1,131 @@
+import("methods")
+
+##importFrom("stats", "end", "time", "start")
+importFrom("graphics", "plot")
+importFrom("zoo")
+importFrom(stats, confint)
+importFrom(stats4)
+importFrom(expm)
+
+importFrom(utils, toLatex)
+
+
+
+
+
+
+exportClasses("yuima",
+              "yuima.data",
+              "yuima.sampling",
+              "yuima.characteristic",
+              "yuima.model",
+              "model.parameter",
+	      "yuima.carma",
+	      "carma.info",
+	      "yuima.carma.qmle"
+              )
+
+exportMethods(
+              "dim",
+              "length",
+              ## "start",
+              "plot",
+              ## "time",
+              ## "end",
+              "simulate",
+              "cce",
+              "llag",
+              "poisson.random.sampling",
+              "get.zoo.data",
+              "initialize",
+##              "ql",
+##              "rql",
+##              "ml.ql",
+              "adaBayes",
+              "limiting.gamma",
+			  "getF",
+			  "getf",
+			  "getxinit",
+			  "gete",
+			  "simFunctional",
+			  "F0",
+			  "Fnorm",
+			  "asymptotic_term",
+              "cbind.yuima"
+              )
+
+## function which we want to expose to the user
+## all other functions are used internally by the
+## package
+export(setYuima)
+export(setModel) ## builds sde model
+export(setData)
+export(setSampling)
+export(setCharacteristic)
+export(setCarma)
+
+export(dim)
+export(length)
+#export(start)
+export(plot)
+#export(time)
+#export(end)
+
+export(simulate) # simulates couple of processes
+export(subsampling)
+export(cce)
+export(llag)
+export(poisson.random.sampling)
+export(noisy.sampling)
+export(mpv)
+export(bns.test)
+
+export(get.zoo.data)
+
+##export(ql,rql,ml.ql)
+##export(rql)
+export(adaBayes)
+export(rIG, rNIG, rbgamma, rngamma, rstable) ##:: random number generator for Inverse Gaussian
+export(limiting.gamma)
+
+export(setFunctional)
+export(getF)
+export(getf)
+export(getxinit)
+export(gete)
+
+export(simFunctional)
+export(F0)
+export(Fnorm)
+export(asymptotic_term)
+
+##export(LSE)
+export(lse)
+
+export(qmle)
+export(quasilogl)
+export(phi.test)
+export(lasso)
+export(CPoint)
+export(qmleR)
+export(qmleL)
+
+export(CarmaRecovNoise) # Estimates the Levy in carma model 
+
+export(qgv)
+export(mmfrac)
+
+
+
+export(cbind.yuima)
+
+S3method(print, phitest)
+S3method(print, qgv)
+S3method(print, mmfrac)
+
+S3method(toLatex, yuima)
+S3method(toLatex, yuima.model)
+S3method(toLatex, yuima.carma)
+
+useDynLib(yuima)
+

NEWS

@@ -0,0 +1,19 @@
+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
+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 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
+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

R/AllClasses.R

@@ -0,0 +1,131 @@
+# Class Definitions
+# This source MUST be loaded first
+
+# Class 'yuima.pars'
+
+# parameter object included in 'yuima.model'
+setClass("model.parameter",representation(all="character",
+                                          common="character",
+                                          diffusion="character",
+                                          drift="character",
+                                          jump="character",
+                                          measure="character",
+# Insert parameters for starting conditions                                           
+                                          xinit="character"
+                                          )
+         )
+
+# Class 'yuima.model'
+setClass("yuima.model",representation(drift="expression",
+                                      diffusion="list",
+                                      hurst="ANY",
+                                      jump.coeff="expression",
+                                      measure="list",
+                                      measure.type="character",
+                                      parameter="model.parameter",
+                                      state.variable="character",
+                                      jump.variable="character",
+                                      time.variable="character",
+                                      noise.number="numeric",
+                                      equation.number="numeric",
+                                      dimension="numeric",
+                                      solve.variable="character",
+#                                       xinit="numeric",
+                                      xinit="expression",
+                                      J.flag="logical"
+                                      )
+         )
+
+# Class 'carma.info'
+setClass("carma.info",
+         representation(p="numeric",
+                        q="numeric",
+                        loc.par="character",
+                        scale.par="character",
+                        ar.par="character",
+                        ma.par="character",
+                        lin.par="character",
+                        Carma.var="character",
+                        Latent.var="character",
+                        XinExpr="logical")
+         )
+
+# Class 'yuima.carma'
+
+setClass("yuima.carma",
+         representation(info="carma.info"),
+         contains="yuima.model")
+
+
+# Class 'yuima.data'
+
+# we want yuimaS4 to use any class of data as input
+# the original data will be stored in OrigData
+# we convert these objects internally to "zoo" object
+# in the future, we may want to use more flexible
+# classes
+
+setClass("yuima.data", representation(original.data = "ANY",
+                                      zoo.data = "ANY"
+                                      )
+         )
+
+
+# Class 'yuima.sampling'
+
+# sampling is now empty, but should give informations on the sampling
+# type, rate, deltas, etc.
+
+setClass("yuima.sampling", representation(Initial  = "numeric",
+										  Terminal = "numeric",
+                                          n = "numeric",
+										  delta    = "numeric",
+										  grid     = "ANY",
+										  random   = "ANY",
+										  regular  = "logical",
+										  sdelta   = "numeric",
+										  sgrid    = "ANY",
+										  oindex   = "ANY",
+										  interpolation = "character"
+                                          )
+         )
+
+# Class 'yuima.functional'
+
+# functional model used in 'asymptotic term' procedure
+
+setClass("yuima.functional", representation(F = "ANY",
+                                          f = "list",
+                                          xinit = "numeric",
+                                          e = "numeric"
+                                          )
+         )
+
+
+# Class 'yuima'
+
+# this is the principal class of yuima project. It may contain up to
+# three slots for now: the data, the model and the sampling
+
+setClass("yuima.characteristic", representation(equation.number = "numeric",
+                                                time.scale = "numeric"
+                                                )
+         )
+
+
+setClass("yuima", representation(data = "yuima.data",
+                                 model = "yuima.model",
+                                 sampling = "yuima.sampling",
+                                 characteristic = "yuima.characteristic",
+								 functional = "yuima.functional"
+                                 )
+         )
+
+# Class yuima.carma.qmle
+setClass("yuima.carma.qmle",representation(Incr.Lev = "ANY",
+                                           model = "yuima.carma"
+                                           ),
+                            contains="mle"
+         )
+# The yuima.carma.qmle extends the S4 class "mle". It contains three slots: Estimated Levy, 
+# The description of the carma model and the mle.