version 4.2

Author: ac-guidoum

.gitignore

@@ -34,3 +34,4 @@ vignettes/*.pdf
 
 # Shiny token, see https://shiny.rstudio.com/articles/shinyapps.html
 rsconnect/
+.Rproj.user

R/MCM.sde.R

@@ -196,7 +196,7 @@ MCM.sde.default <- function(model,statistic,R=1000,time,exact=NULL,names=NULL,
        Conf   <- paste("(",INF,",",SUP,")",sep=" ")
        if (!is.null(exact)){
 	      rmse_f <- function(error) sqrt(mean(error^2))
-          Exact = as.numeric(exact)
+          Exact = round(as.numeric(exact),digits=options()$digits)
           Bias = round(Exact - Est,digits=options()$digits)
           Rmse = round(apply(Stat-Exact,1, rmse_f ),digits=options()$digits)
           TAB  <- data.frame(Exact,Est,Bias,SErr,Rmse,Conf)

R/Tex.sde.r

@@ -37,6 +37,7 @@ TEX.sde.default <- function(object, ...)
            "mu", "sigma", "psi", "zeta", "nu", "varsigma", "omega", "eta",
            "xi", "Gamma", "Lambda", "Sigma", "Psi", "Delta", "Xi", 
            "Upsilon", "Omega", "Theta", "Pi", "Phi")
+   greek0 <- c(paste0(greek,"0"))
    greek1 <- c(paste0(greek,"1"))
    greek2 <- c(paste0(greek,"2"))
    greek3 <- c(paste0(greek,"3"))
@@ -48,6 +49,7 @@ TEX.sde.default <- function(object, ...)
    greek9 <- c(paste0(greek,"9"))
    greek10 <- c(paste0(greek,"10"))
    greek_list  <- setNames(paste0("\\", greek),greek)
+   greek_list0 <- setNames(paste0("\\", greek,"_","{0}"), greek1)
    greek_list1 <- setNames(paste0("\\", greek,"_","{1}"), greek1)
    greek_list2 <- setNames(paste0("\\", greek,"_","{2}"), greek2)
    greek_list3 <- setNames(paste0("\\", greek,"_","{3}"), greek3)
@@ -66,7 +68,10 @@ TEX.sde.default <- function(object, ...)
                  "W_{3,t}","X_{t}","Y_{t}","Z_{t}","W_{t}","W_{1,t}","W_{2,t}",
                  "W_{3,t}")
    var_sde_list <- setNames(var_sde_tex, var_sde)
-   greek_env   <- list2env(as.list(c(greek_list,greek_list1,greek_list2,greek_list3,greek_list4,greek_list5,
+   #fct_sde <- c("P")
+   #fct_sde_tex <- c("\\mathbb{P}")
+   #fct_sde_list <- setNames(fct_sde_tex, fct_sde)
+   greek_env   <- list2env(as.list(c(greek_list,greek_list0,greek_list1,greek_list2,greek_list3,greek_list4,greek_list5,
                                      greek_list6,greek_list7,greek_list8,greek_list9,greek_list10,
                                      mem_sde_list,var_sde_list)), parent = emptyenv())
    unary_op <- function(left, right) {
@@ -98,7 +103,15 @@ TEX.sde.default <- function(object, ...)
    f_env$"^" <- binary_op("^")
    f_env$"[" <- binary_op("_")
    f_env$"==" <- binary_op("=")
-
+   f_env$"<=" <- binary_op(" \\leq ")
+   f_env$">=" <- binary_op(" \\geq ")
+   f_env$"&" <- binary_op(" \\,\\&\\, ")
+   f_env$"|" <- binary_op(" \\mid ")
+   f_env$"," <- binary_op(" \\, ")
+   # f_env$"," <- function(a, b) {
+          # paste0( a, ",", b)
+     # }   
+   
    # Grouping
    f_env$"{" <- unary_op("\\left{ ", " \\right}")
    f_env$"(" <- unary_op("\\left( ", " \\right)")
@@ -115,6 +128,15 @@ TEX.sde.default <- function(object, ...)
    f_env$"/"  <- function(a, b) {
           paste0("\\frac{", a, "}{", b, "}")
      }
+   f_env$"P"  <- unary_op(" \\mathsf{P}(",")")
+   f_env$"F"  <- unary_op(" \\mathsf{F}(",")")
+   f_env$"f"  <- unary_op(" \\mathsf{f}(",")")
+   f_env$"S"  <- unary_op(" \\mathsf{S}(",")")
+   f_env$"H"  <- unary_op(" \\mathsf{H}(",")")
+   f_env$"h"  <- unary_op(" \\mathsf{h}(",")")
+   f_env$"E"  <- unary_op(" \\mathsf{E}(",")")
+   f_env$"V"  <- unary_op(" \\mathsf{V}(",")")  
+   f_env$"COV"  <- unary_op(" \\mathsf{COV}(",")")    
 
    clone_env <- function(env, parent = parent.env(env)) {
        list2env(as.list(env), parent = parent)
@@ -132,17 +154,26 @@ TEX.sde.default <- function(object, ...)
         "\n")
     }else if (class(object) == "MCM.sde"){
     tab <- object$MC
-    greek_test <- as.list(c(mem_sde,mem_sde_tex,greek,greek1,greek2,greek3,greek4,greek5,
-               greek6,greek7,greek8,greek9,greek10,greek_list,
-              greek_list1,greek_list2,greek_list3,greek_list4,greek_list5,
-             greek_list6,greek_list7,greek_list8,greek_list9,greek_list10))
     expr <- parse(text = rownames(tab))
+    # greek_test <- as.list(c(mem_sde,mem_sde_tex,expr,
+	           # greek,greek1,greek2,greek3,greek4,greek5,
+               # greek6,greek7,greek8,greek9,greek10,greek_list,
+               # greek_list1,greek_list2,greek_list3,greek_list4,greek_list5,
+               # greek_list6,greek_list7,greek_list8,greek_list9,greek_list10))
     names <- all.names(expr )
+	greek_env   <- list2env(as.list(c(greek_list,greek_list1,greek_list2,greek_list3,greek_list4,greek_list5,
+                                     greek_list6,greek_list7,greek_list8,greek_list9,greek_list10,
+                                     mem_sde_list)), parent = emptyenv())
     symbol_list   <- setNames(as.list(names), names)
     symbol_env  <- list2env(symbol_list, parent = f_env)
     greek_env   <- clone_env(greek_env, parent = symbol_env)
-    rownames(tab)  <- sapply(1:length(names),function(i) eval(expr[i], latex_env(expr[i])))
-    rownames(tab)  <- sapply(1:length(names),function(i) ifelse(rownames(tab)[i]%in%greek_test,paste0("$", rownames(tab)[i],"$") ,rownames(tab)[i]) )
+    rownames(tab)  <- sapply(1:length(expr),function(i) eval(expr[i], latex_env(expr[i])))
+	greek_test <- as.list(c(mem_sde,mem_sde_tex,
+	           greek,greek1,greek2,greek3,greek4,greek5,
+               greek6,greek7,greek8,greek9,greek10,greek_list,
+               greek_list1,greek_list2,greek_list3,greek_list4,greek_list5,
+               greek_list6,greek_list7,greek_list8,greek_list9,greek_list10))
+    rownames(tab)  <- sapply(1:length(expr),function(i) ifelse(rownames(tab)[i]%in%greek_test,paste0("$", rownames(tab)[i],"$") ,rownames(tab)[i]) )
     colnames(tab)[length(names(tab))] <- "CI( 2.5 \\% , 97.5 \\% )"
     cat("%%% LaTeX table generated in R",strsplit(version[['version.string']], ' ')[[1]][3],"by TEX.sde() method",
         "\n")
@@ -284,4 +315,4 @@ TEX.sde.default <- function(object, ...)
    structure(body, class = "Latex")
    }
    }else {return(paste0("TEX.sde() function not available for this class."))}
-}
+}

R/zzz.r

@@ -1,4 +1,4 @@
-## Mon Sep 03 23:51:29 2018
+## Sun Oct 14 00:31:28 2018
 ## Original file Copyright © 2018 A.C. Guidoum, K. Boukhetala
 ## This file is part of the R package Sim.DiffProc
 ## Department of Probabilities & Statistics
@@ -27,20 +27,20 @@
 #############
 .noGenerics <- TRUE
 
-# .onLoad <- function(libname, pkgname)
-#           {
-#    library.dynam("Sim.DiffProc", pkgname, libname, local = FALSE) 
-# }
-# 
-# .onUnload <- function(libpath) {
-#     library.dynam.unload("Sim.DiffProc", libpath)
-# }
+.onLoad <- function(libname, pkgname)
+          {
+   library.dynam("Sim.DiffProc", pkgname, libname, local = FALSE) 
+}
+
+.onUnload <- function(libpath) {
+    library.dynam.unload("Sim.DiffProc", libpath)
+}
 
 # .onAttach <- function(libname, pkgname) {
     # packageStartupMessage(paste0("This is package 'Sim.DiffProc', v",packageVersion(pkgname)));
 # }
 
 .onAttach <- function(library, pkg) {
-    packageStartupMessage("Package 'Sim.DiffProc', version 4.1\nbrowseVignettes('Sim.DiffProc') for more informations.")
+    packageStartupMessage("Package 'Sim.DiffProc', version 4.2\nbrowseVignettes('Sim.DiffProc') for more informations.")
 	invisible()
 }

inst/NEWS.Rd

@@ -2,9 +2,16 @@
 \title{\pkg{Sim.DiffProc} News}
 \encoding{UTF-8}
 
+\section{CHANGES IN \pkg{Sim.DiffProc} VERSION 4.2}{
+    \itemize{
+	  \item{Release date: 2018-10-15.}
+      \item{Minor bug fixes: R (>= 3.5.0).}
+    }
+}
+
 \section{CHANGES IN \pkg{Sim.DiffProc} VERSION 4.1}{
     \itemize{
-	  \item{Release date: 2018-09-09.}
+	  \item{Release date: 2018-09-10.}
       \item{Addition a new function \code{TEX.sde()}: converting \pkg{Sim.DiffProc} objects to LaTeX.}
       \item{Many help-file improvements.}
       \item{Manual update.}

inst/doc/bridgesde.Rmd

@@ -414,4 +414,4 @@ plot(denJ,display="rgl")
 
 1. Bladt, M. and Sorensen, M. (2007). Simple simulation of diffusion bridges with application to likelihood inference for diffusions. Working Paper, University of Copenhagen.
 
-2. Guidoum AC, Boukhetala K (2018). Sim.DiffProc: Simulation of Diffusion Processes. R package version 4.1, URL https://cran.r-project.org/package=Sim.DiffProc.
+2. Guidoum AC, Boukhetala K (2018). Sim.DiffProc: Simulation of Diffusion Processes. R package version 4.2, URL https://cran.r-project.org/package=Sim.DiffProc.

inst/doc/bridgesde.html

@@ -345,7 +345,7 @@ legend("topleft",c("real data","mean path",paste("bound of", 95,"% confidence"))
 
 1. Brouste A, Fukasawa M, Hino H, Iacus SM, Kamatani K, Koike Y, Masuda H, Nomura R,Ogihara T, Shimuzu Y, Uchida M, Yoshida N (2014). The YUIMA Project: A ComputationalFramework for Simulation and Inference of Stochastic Differential Equations." Journal of Statistical Software, 57(4), 1-51. URL http://www.jstatsoft.org/v57/i04.
 
-2. Guidoum AC, Boukhetala K (2018). Sim.DiffProc: Simulation of Diffusion Processes. R package version 4.1, URL https://cran.r-project.org/package=Sim.DiffProc.
+2. Guidoum AC, Boukhetala K (2018). Sim.DiffProc: Simulation of Diffusion Processes. R package version 4.2, URL https://cran.r-project.org/package=Sim.DiffProc.
 
 3. Iacus SM (2008). Simulation and Inference for Stochastic Differential Equations: With R Examples. Springer-Verlag, New York.
 

inst/doc/fitsde.Rmd

@@ -482,7 +482,7 @@ plot(denJ,display="rgl")
 
 3. Boukhetala K (1998). Kernel density of the exit time in a simulated diffusion. The Annals of The Engineer Maghrebian, 12, pp. 587-589.
 
-4. Guidoum AC, Boukhetala K (2018). Sim.DiffProc: Simulation of Diffusion Processes. R package version 4.1, URL https://cran.r-project.org/package=Sim.DiffProc.
+4. Guidoum AC, Boukhetala K (2018). Sim.DiffProc: Simulation of Diffusion Processes. R package version 4.2, URL https://cran.r-project.org/package=Sim.DiffProc.
 
 5. Pienaar EAD, Varughese MM (2016). DiffusionRgqd: An R Package for Performing Inference and Analysis on Time-Inhomogeneous Quadratic Diffusion Processes. R package version 0.1.3, URL https://CRAN.R-project.org/package=DiffusionRgqd.