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version 1.1.4
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siacus authored and cran-robot committed Jul 22, 2016
1 parent a7d8195 commit c0e49de
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8 changes: 5 additions & 3 deletions DESCRIPTION
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@@ -1,15 +1,17 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
Version: 1.1.0
Version: 1.1.4
Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature,
mvtnorm
Imports: Rcpp (>= 0.12.1)
Author: YUIMA Project Team
Maintainer: Stefano M. Iacus <stefano.iacus@unimi.it>
Description: Simulation and Inference for Stochastic Differential Equations.
License: GPL-2
URL: http://R-Forge.R-project.org/projects/yuima/
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2016-06-16 21:20:26 UTC; jago
Packaged: 2016-07-21 22:49:32 UTC; jago
Repository: CRAN
Date/Publication: 2016-06-17 08:18:18
Date/Publication: 2016-07-22 01:31:07
31 changes: 21 additions & 10 deletions MD5
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@@ -1,7 +1,7 @@
94d55d512a9ba36caa9b7df079bae19f *COPYING
5ed5cafe1fb199b2ec63c35e207b7802 *DESCRIPTION
d857ad92fb17c3c045b8faaac8e3bff8 *NAMESPACE
8974cebbc115d47cbe1cb75bf5a5fe3c *NEWS
bcd264b56c4d332cabf6fea71a658345 *DESCRIPTION
495bbe9d50906b0a50a2712b1d21f402 *NAMESPACE
8150acb15ce4b7338600e3a42e6ecd1f *NEWS
86f3ae6987c8a36c75b0be09a879ed5c *R/AllClasses.R
ecfdd33974bed758ee54d2ec06ce2232 *R/CPoint.R
dd610167315ee57f6b5921a5da017867 *R/CarmaNoise.R
Expand All @@ -11,7 +11,9 @@ dd610167315ee57f6b5921a5da017867 *R/CarmaNoise.R
62fcbc884d65fea03707a45004b45a8f *R/FunctionAndOperators.R
6a2b38cdb0ad114f39e5b8db61d123ff *R/MM.COGARCH.R
3df835a56754f4978d70878f2fac06dd *R/NewClasses.R
a5400a0a2f0e3773a3f4f91bf5a4bc5e *R/PointProcessClasses.R
03e030f1075484e5246b1b4fbba5831e *R/PseudoLogLikCOGARCH.R
f8d9869b4590bbb582a783c7f7ffa3dc *R/RcppExports.R
732dcc9e15b9c0a4ce729a7825c4f3cf *R/WoodChanfGn.R
5651a39ecf326e112b498cd1764d352a *R/adaBayes.R
3fc05fc93ac6830f6064162d07ca1051 *R/asymptotic_term_second.R
Expand All @@ -23,7 +25,7 @@ cdaae861c947a38f8189cfc12d18c5db *R/cce.R
81109b8c6aa4eed3435772af607b114e *R/hyavar.R
febfb56c6f3c5e1d41854337c9ec5e00 *R/lasso.R
80a34e4a1f572dd2115686cee71be223 *R/limiting.gamma.R
a29e6313b97544275eca0dd05216c8aa *R/llag.R
99c610684d1fa3c10881eca07c10f7a5 *R/llag.R
461a01b4c243bf315b46950ecb3dcad7 *R/lse.R
3c152bbf124cced20749e24eee5c6d31 *R/mllag.R
8dff29b07d75ba4703870061db483f75 *R/mmfrac.R
Expand All @@ -32,21 +34,23 @@ ee94a80376999cb09d7a5c984b520687 *R/noisy.sampling.R
e920d4330c561d82faa6695675da2d3b *R/phi.test.R
197ae3a057ce2b8309af7c30a30f3337 *R/poisson.random.sampling.R
dccb8679a411fb8e915736c8510f710e *R/qgv.R
2755e5e9b6e1eb52517eaffd44dec6e3 *R/qmle.R
ab7fe42e653ca80134732657cf61a08d *R/qmle.R
dcabbf35c3fb6432ad041bd08967cc9c *R/rng.R
1f567847cf9c65fa085f2f9a50d3e8e6 *R/sampling2grid.R
6b59a2f01c61e56fc36165759434a326 *R/setCarma.R
5426f7206ebb290a6d3fc11729dbb6c7 *R/setCogarch.R
174277762d4756c409f5944da9936bbf *R/setHawkes.R
47c93fa21f41a500558879042852a671 *R/setHawkes.R
c34e9db831fd409c663122016092dce1 *R/setMultiModel.R
fcecca27a76849cd88191dfa8599b2b6 *R/setPoisson.R
2ed50a21f290ddd2686983026b0f7999 *R/setPpr.R
dcf30fabb24dbc198690ead4c025feb7 *R/sim.euler.R
d6d8dbbbeb5b8950787d890e953d38ed *R/sim.euler.space.discretized.R
357799e4682e2422e3373bb4390ff035 *R/simCP.R
8085cc8546d7bc91626fbf170354256e *R/simFunctional.R
7df0f18bb092c8a6fca41ab7704d303b *R/simulate.R
b8df7acb6591737adcdd35122eedf681 *R/simulateForMapsIntegralAndOperator.R
0c79ceae831d52303acef93dab016825 *R/simulateMultiProcess.R
79e4c085942b7520848b274a882efc2d *R/simulateForMapsIntegralAndOperator.R
44a080dd5d9e0867f7ca4bf4bb134b12 *R/simulateForPpr.R
d3775856769d8047004e519693653685 *R/simulateMultiProcess.R
8ef695059bbac2781e15d7dd3bc69db2 *R/spectralcov.R
f506cf2d30a5f912b5221112d7ae8965 *R/subsampling.R
ac8f9649532292ef242a77f4b884e055 *R/toLatex.R
Expand Down Expand Up @@ -81,6 +85,7 @@ bd8202a738aeedfafa15fd891d7275bf *man/cogarchNoise.Rd
fcaeb71b9c9285267d393b0622c2dc63 *man/gmm.rd
4abad16109cdbcba47618b3eafd0b1d8 *man/hyavar.Rd
80cd357001c0325e5680dc2a50449258 *man/info.Output.Rd
3ec0b37a2448f49407b55a66f4dc9663 *man/info.Ppr.Rd
bc7cde41c45c90f70d5e39e4363ebbb3 *man/lasso.Rd
83b71e10610d8835a34015fafd55363c *man/limiting.gamma.Rd
61a7c3dc7c72315182c11b9a8f12ba6b *man/llag.Rd
Expand All @@ -94,18 +99,20 @@ db5127cc4b6ee0cd2ab9f40e52341477 *man/mpv.Rd
1e62c8b5975366714ae0a052acb8b41c *man/phi.test.Rd
7566b9ac61bee8350513827f37448cb7 *man/poisson.random.sampling.Rd
b3165cb5569c8200e1951475a788de29 *man/qgv.Rd
66b7ef9483c236d4881b4a5642cdb99d *man/qmle.Rd
9c147f31ea7284b5c87cbfe3c5f539e0 *man/qmle.Rd
361abb4eb2b5e1fac3c9513b27e7623e *man/rconst.Rd
8c6138f74ca66dc270d591396e7dac79 *man/rng.Rd
dcf545cfcafb3d4db450cb64d0ee46ad *man/setCarma.Rd
ad4ddfb720691c328760854eda4d505b *man/setCharacteristic.Rd
4767b968b3807fbe8b7ea54ecaa54aa4 *man/setCogarch.Rd
3553554d6bd21880a43ca82082b7c212 *man/setData.Rd
85e350be0518275991a13c21e6f2723f *man/setFunctional.Rd
ed510f220117dec6286c8a9f45fb8630 *man/setHawkes.Rd
7f0427debb2f32140c82adb8f6b4addf *man/setIntegral.Rd
99e08ae81a5a8491ca4fc1b71489f349 *man/setMap.Rd
b8f4403135dff3222c09eb340fc8fe10 *man/setModel.Rd
c1679f065c110af4e9520971454fb65b *man/setPoisson.Rd
26133133766927db4dacd14792ab6442 *man/setPpr.Rd
0512596ff48ff056083590f1a6b0fe3f *man/setSampling.Rd
9472c984217193e30caa73d6520b719f *man/setYuima.Rd
ab5b290fd33ce465c9c035d49995ce77 *man/simFunctional.Rd
Expand All @@ -116,8 +123,10 @@ c79ad460bb5329d3c28e3f00e4430b46 *man/spectralcov.Rd
c8383c3a57f9c6f87e8d321e4db0e92e *man/variable.Integral.rd
4d6967e5c90892209f7bb705f20206dc *man/yuima-class.Rd
ab1e99f44258125e416cee06598f2ca3 *man/yuima.CP.qmle-class.Rd
10632cb075c61a2278e8f856c1f4f5e4 *man/yuima.Hawkes.Rd
44625cafd565fd6f69402243c7fbf670 *man/yuima.Integral-class.rd
4ed8f281d7b3f283fc89c0582e46b808 *man/yuima.Output-class.Rd
d94ae9d0c4a22837b023a42f6f38f802 *man/yuima.Ppr.Rd
28d1963ad07cdc1f7814fecda97d5a87 *man/yuima.carma-class.Rd
b7d632c4c18a8ea2704a636546c8dddc *man/yuima.carma.qmle-class.Rd
eef1fed04f5cfb5e46597d6189fbab1b *man/yuima.characteristic-class.Rd
Expand All @@ -130,6 +139,8 @@ d8c0fc095d6a7d24a6a5cfd9c2e38586 *man/yuima.model-class.Rd
ffbff0dc3f384712fe20d939c8c9bd84 *man/yuima.sampling-class.Rd
2b1a38d3f511eca643f8bb068606f767 *src/Mt.h
e33f564d55ac991fbd073d0a9da4a5b2 *src/PseudoLoglikCOGARCH.c
a96865064db1d3593bf28484edede6c1 *src/RcppExports.cpp
ee7fcd7f5abf1295e327b6d2f606ba1f *src/carmafilter.c
a6af7b7e5e386b6aaa2451cd9c02d4f8 *src/cce_functions.c
35dad51d480042ba175c1461f7c44f84 *src/cce_functions.c
ad0b60a1e3c0ab6c4e4a63081edc7035 *src/qmlecpp.cpp
5ec50393829fb8f790e61c48d5e780f0 *src/rpts.c
13 changes: 11 additions & 2 deletions NAMESPACE
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Expand Up @@ -15,6 +15,10 @@ importFrom("graphics", "lines")
importFrom("stats", "qchisq")
importFrom("utils", "relist")

#08/07/2016
#exportPattern("^[[:alpha:]]+")
importFrom(Rcpp, evalCpp)

# 03/07/2015
importFrom(stats, time)
importFrom(stats, ts)
Expand Down Expand Up @@ -79,7 +83,10 @@ exportClasses("yuima",
"variable.Integral",
"Integrand",
"Integral.sde",
"yuima.Integral"
"yuima.Integral",
"info.Ppr",
"yuima.Ppr",
"yuima.Hawkes"
)

exportMethods(
Expand Down Expand Up @@ -122,6 +129,8 @@ export(setSampling)
export(setCharacteristic)
export(setCarma)
export(setPoisson)
export(setPpr)
export(setHawkes)
export(dconst)
export(rconst)

Expand Down Expand Up @@ -155,7 +164,7 @@ export(get.zoo.data)
##export(rql)
export(adaBayes)
export(rIG, rNIG, rbgamma, rvgamma, rstable,rpts,rnts) ## random number generators in rng.R
export(dIG, dNIG, dbgamma, dvgamma) ## pdfs in rng.R
export(dIG, dNIG, dbgamma, dvgamma) ## pdfs in rng.R
export(limiting.gamma)


Expand Down
3 changes: 2 additions & 1 deletion NEWS
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Expand Up @@ -39,5 +39,6 @@
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
2016/05/26: 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

73 changes: 73 additions & 0 deletions R/PointProcessClasses.R
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@@ -0,0 +1,73 @@
setClass("info.Ppr",
representation(allparam = "character",
allparamPpr = "character",
common ="character",
counting.var = "character",
var.dx = "character",
upper.var = "character",
lower.var = "character",
covariates = "character",
var.dt = "character",
additional.info = "character",
Info.measure = "list")
)

setClass("yuima.Ppr",
representation(Ppr = "info.Ppr",
gFun = "info.Output",
Kernel = "Integral.sde"),
contains="yuima"
)

setMethod("initialize",
"info.Ppr",
function(.Object,
allparam = character(),
allparamPpr = character(),
common = character(),
counting.var = character(),
var.dx = character(),
upper.var = character(),
lower.var = character(),
covariates = character(),
var.dt = character(),
additional.info = character(),
Info.measure = list()){
.Object@allparam <- allparam
.Object@allparamPpr <- allparamPpr
.Object@common <- common
.Object@counting.var <- counting.var
.Object@var.dx <- var.dx
.Object@upper.var <- upper.var
.Object@lower.var <- lower.var
.Object@covariates <- covariates
.Object@var.dt <- var.dt
.Object@additional.info <- additional.info
.Object@Info.measure <- Info.measure
return(.Object)
}
)

setMethod("initialize",
"yuima.Ppr",
function(.Object,
Ppr = new("info.Ppr"),
gFun = new("info.Output"),
Kernel = new("Integral.sde"),
yuima = new("yuima")){
#.Object@param <- param
.Object@Ppr <- Ppr
.Object@gFun <- gFun
.Object@Kernel <- Kernel
.Object@data <- yuima@data
.Object@model <- yuima@model
.Object@sampling <- yuima@sampling
.Object@characteristic <- yuima@characteristic
.Object@functional <- yuima@functional
return(.Object)
}
)

setClass("yuima.Hawkes",
contains="yuima.Ppr"
)
23 changes: 23 additions & 0 deletions R/RcppExports.R
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@@ -0,0 +1,23 @@
# This file was generated by Rcpp::compileAttributes
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

detcpp <- function(A) {
.Call('yuima_detcpp', PACKAGE = 'yuima', A)
}

Smake <- function(b, d) {
.Call('yuima_Smake', PACKAGE = 'yuima', b, d)
}

solvecpp <- function(A) {
.Call('yuima_solvecpp', PACKAGE = 'yuima', A)
}

trace <- function(S, b) {
.Call('yuima_trace', PACKAGE = 'yuima', S, b)
}

likndim <- function(dx, b, A, h) {
.Call('yuima_likndim', PACKAGE = 'yuima', dx, b, A, h)
}

11 changes: 8 additions & 3 deletions R/llag.R
Original file line number Diff line number Diff line change
Expand Up @@ -210,12 +210,17 @@ setMethod("llag", "list", function(x, from, to, division, verbose, grid, psd, pl
ccor, ci, alpha, fisher, bw) {

d <- length(x)
d.size <- d*(d-1)/2

# allocate memory
ser.times <- vector(d, mode="list") # time index in 'x'
ser.diffX <- vector(d, mode="list") # difference of data
vol <- double(d)

# treatment of the grid (2016-07-04: we implement this before the NA treatment)
if(missing(grid))
grid <- make.grid(d, d.size, x, from, to, division)

# Set the tolerance to avoid numerical erros in comparison
tol <- 1e-6

Expand All @@ -239,13 +244,13 @@ setMethod("llag", "list", function(x, from, to, division, verbose, grid, psd, pl

theta <- matrix(0,d,d)

d.size <- d*(d-1)/2
#d.size <- d*(d-1)/2
crosscor <- vector(d.size,mode="list")
idx <- integer(d.size)

# treatment of the grid
if(missing(grid))
grid <- make.grid(d, d.size, x, from, to, division)
#if(missing(grid))
# grid <- make.grid(d, d.size, x, from, to, division)

if(is.list(grid)){
G <- relist(unlist(grid)/tol, grid)
Expand Down

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