From 523e6cc404ef4c3017d90d6a6cb81c9c6602ceef Mon Sep 17 00:00:00 2001 From: Charles Epaillard Date: Mon, 11 Nov 2019 10:44:53 +0100 Subject: [PATCH 1/3] BM corrections --- R/BM.R | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/R/BM.R b/R/BM.R index d2ad42b..6c1db0e 100644 --- a/R/BM.R +++ b/R/BM.R @@ -1,7 +1,7 @@ BBridge <- function(x=0, y=0, t0=0, T=1, N=100){ if(T<= t0) stop("wrong times") dt <- (T-t0)/N - t <- seq(t0, T, length=N+1) + t <- seq(t0, T, length.out=N+1) X <- c(0,cumsum( rnorm(N)*sqrt(dt))) BB <- x + X - (t-t0)/(T-t0)*(X[N+1]-y+x) X <- ts(BB, start=t0,deltat=dt) @@ -11,7 +11,7 @@ BBridge <- function(x=0, y=0, t0=0, T=1, N=100){ BM <- function(x=0, t0=0, T=1, N=100){ if(T<= t0) stop("wrong times") dt <- (T-t0)/N - t <- seq(t0,T, length=N+1) + t <- seq(t0,T, length.out=N+1) X <- ts(cumsum(c(x,rnorm(N)*sqrt(dt))),start=t0, deltat=dt) return(invisible(X)) } From 132b70c07572d06cd297b8cf1b5bd039b09d61fc Mon Sep 17 00:00:00 2001 From: Charles Epaillard Date: Mon, 11 Nov 2019 10:46:04 +0100 Subject: [PATCH 2/3] ksmooth update --- R/ksmooth.R | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/R/ksmooth.R b/R/ksmooth.R index eb39fe9..676abab 100644 --- a/R/ksmooth.R +++ b/R/ksmooth.R @@ -1,6 +1,6 @@ ksdrift <- function(x,bw,n=512){ len <- length(x) - xval <- seq(min(x), max(x), length=n) + xval <- seq(min(x), max(x), length.out=n) if(missing(bw)) bw <- len^(-1/5)*sd(x) y <- sapply(xval, function(xval) { @@ -11,7 +11,7 @@ ksdrift <- function(x,bw,n=512){ ksdiff <- function(x,bw,n=512){ len <- length(x) - xval <- seq(min(x), max(x), length=n) + xval <- seq(min(x), max(x), length.out=n) if(missing(bw)) bw <- len^(-1/5)*sd(x) y <- sapply(xval, function(xval) { From 09b5b960f84da821f6f56ad76fd51f7d01b30517 Mon Sep 17 00:00:00 2001 From: Charles Epaillard Date: Mon, 11 Nov 2019 10:47:02 +0100 Subject: [PATCH 3/3] sde sim warnings removed --- R/sde.sim.R | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/R/sde.sim.R b/R/sde.sim.R index c7c6bcb..f272fe1 100644 --- a/R/sde.sim.R +++ b/R/sde.sim.R @@ -84,7 +84,7 @@ sde.sim <- function (t0 = 0, T = 1, X0 = 1, N = 100, delta, drift, sigma, if (t0 < 0 || T < 0) stop("please use positive times!") if (missing(delta)) { - t <- seq(t0, T, length = N + 1) + t <- seq(t0, T, length.out = N + 1) } else { t <- c(t0, t0 + cumsum(rep(delta, N)))