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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,15 +1,14 @@ | ||
| Package: yuima | ||
| Type: Package | ||
| Title: The YUIMA Project package for SDEs | ||
| Version: 1.0.36 | ||
| Date: 2014-09-29 | ||
| Title: The YUIMA Project Package for SDEs | ||
| Version: 1.0.69 | ||
| Depends: methods, zoo, stats4, utils, expm, cubature, mvtnorm | ||
| Author: YUIMA Project Team | ||
| Maintainer: Stefano M. Iacus <stefano.iacus@unimi.it> | ||
| Description: Simulation and Inference for Stochastic Differential Equations | ||
| Description: Simulation and Inference for Stochastic Differential Equations. | ||
| License: GPL-2 | ||
| URL: http://R-Forge.R-project.org/projects/yuima/ | ||
| Packaged: 2014-09-29 12:23:30 UTC; jago | ||
| NeedsCompilation: yes | ||
| Packaged: 2015-05-11 11:42:37 UTC; jago | ||
| Repository: CRAN | ||
| Date/Publication: 2014-09-29 15:19:08 | ||
| Date/Publication: 2015-05-11 16:37:02 |
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| @@ -0,0 +1,82 @@ | ||
| # In order to deal the cogarch model in the \texttt{yuima} package | ||
| # We define a new class called \texttt{yuima.cogarch} and its structure | ||
| # is similar to those used for the carma model. | ||
| # The class \texttt{yuima.cogarch} extends the \texttt{yuima.model} and has | ||
| # an additional slot that contains informations about the model stored in an object of | ||
| # class \texttt{cogarch.info}. | ||
| # The class \texttt{cogarch.info} is build internally by the function \texttt{setCogarch} and it is a | ||
| # the first slot of an object of class \texttt{yuima.cogarch}. | ||
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| # Class 'cogarch.info' | ||
| setClass("cogarch.info", | ||
| representation(p="numeric", | ||
| q="numeric", | ||
| ar.par="character", | ||
| ma.par="character", | ||
| loc.par="character", | ||
| Cogarch.var="character", | ||
| V.var="character", | ||
| Latent.var="character", | ||
| XinExpr="logical", | ||
| measure="list", | ||
| measure.type="character") | ||
| ) | ||
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| # Class 'yuima.cogarch' | ||
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| setClass("yuima.cogarch", | ||
| representation(info="cogarch.info"), | ||
| contains="yuima.model") | ||
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| # Class 'gmm.cogarch' | ||
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| setClass("cogarch.gmm",representation( | ||
| model = "yuima.cogarch", | ||
| objFun="character"), | ||
| contains="mle" | ||
| ) | ||
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| setClass("summary.cogarch.gmm",representation( objFun = "ANY", | ||
| objFunVal = "ANY" ), | ||
| contains="summary.mle" | ||
| ) | ||
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| setClass("cogarch.gmm.incr",representation(Incr.Lev = "ANY", | ||
| logL.Incr = "ANY" | ||
| ), | ||
| contains="cogarch.gmm" | ||
| ) | ||
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| setClass("summary.cogarch.gmm.incr",representation(logL.Incr = "ANY", | ||
| MeanI = "ANY", | ||
| SdI = "ANY", | ||
| logLI = "ANY", | ||
| TypeI = "ANY", | ||
| NumbI = "ANY", | ||
| StatI ="ANY"), | ||
| contains="summary.cogarch.gmm" | ||
| ) | ||
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| # setClass("cogarch.gmm.incr",representation(Incr.Lev = "ANY", | ||
| # model = "yuima.cogarch", | ||
| # logL.Incr = "ANY", | ||
| # objFun="character" | ||
| # ), | ||
| # contains="mle" | ||
| # ) | ||
| # | ||
| # setClass("cogarch.gmm",representation( | ||
| # model = "yuima.cogarch", | ||
| # objFun="character"), | ||
| # contains="mle" | ||
| # ) | ||
| # setClass("gmm.cogarch", | ||
| # contains="mle" | ||
| # ) |
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