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
2014/04/28: modified qmle, added carma, modified lasso
2014/05/04: modified show method, setYuima sets the sampling from the data
if sampling is missing
2014/07/07: modified llag.R, llag.Rd, cce_functions.c; estimated
cross-correlation functions are converted to values in [-1,1]
2014/07/31: fixed setSampling and print methods
2014/09/08: fixed a bug in cce_functions.c
2014/09/23: added Compound Poisson simulator
2014/11/10: fixed a bug in cce_functions.c
changed the optimization method of the method "QMLE" of cce
modified cce.Rd
2014/11/11: fixed a bug in cce.R (method "GME")
modified the example of cce.Rd
2015/04/02: fixed a bug in rng.R (function "rstable")
2015/04/21: added hyavar.R, hyavar.Rd (asymptotic variance estimator for HY)
fixed a bug in llag.R
modified cce.Rd, cce_functions.c
2015/05/14: fixed a bug in cce_functions.c
2015/09/01: fixed a bug in cce_functions.c; add some contents to the examples of cce
2015/10/10: modified llag.R, cce.Rd, llag.Rd, mpv.Rd, noisy.sampling.Rd,
cce_functions.c; 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
2016/07/08: fixed some bugs in llag.R and cce_functions.c
2016/10/04: modified setMultiModel.R, sim.euler.R and yuima.model.R to generate
nts and pts process
2016/12/16: added rGIG, rGH, dGIG and dGH in rng.R and the corresponding c language
file YU
2017/01/25: modified sim.euler.R and added euler.c to implement the Euler-Maruyama scheme by the C code (only the diffusion case)
2017/02/23: modified sim.euler.R and removed euler.c due to a memory
corruption, fixed a bug in sim.euler.R
2017/03/27: added IC.R and qmleLevy.R
2017/04/12: fix a bug in sim.euler.R, (re-)added euler.c
2017/04/27: modified qmleLevy.R, qmleLevy.Rd, IC.Rd
2017/09/09: boot package is imported
added llag.test.R, llag.test.Rd
modified llag.R, bns.test.Rd, llag.Rd, mllag.Rd, hyavar.Rd,
cce.Rd, cce_functions.c
2018/01/16: a bug in computation of asymptotic variances in llag is fixed
the default value of tol of llag is changed to 1e-7
modified llag.R, llag.Rd, cce_functions.c
2018/04/12: a bug in cce is fixed
2018/10/30: modified IC.R, IC.Rd
2018/12/04: a bug in euler.c is fixed
modified cce.R, hyavar.R, llag.R, sim.euler.R
2019/04/08: modified adaBayes.R
2019/07/19: added cce.factor.R, cce.factor.Rd
modified llag.test.Rd, bns.test.Rd, hyavar.R, mpv.Rd, mllag.Rd,
llag.Rd, cce.Rd, spectralcov.R, JBtest.Rd, snr.Rd
2020/02/06: fixed length(class(matrix))>2 issue. Code for simPoi fastened.
2020/03/05: should have fixed qmleLevy if() condition and rhck PROTECT problems
2020/04/25: modified IC.R, IC.Rd, and adaBayes.R
2020/04/28: new functions simBmllag and wllag are added
the default value of tol of llag is changed to 1e-6
the wavethresh package is imported for implementation of wllag
fixed length(class(matrix))>2 issue
cce.factor.Rd, IC.Rd and llag.Rd are revised
2021/02/05: modified adaBayes.R and adaBayes.Rd
2021/02/26: modified qmle.R and qmle.Rd
2021/03/13: fixed a bug in qmle when joint = TRUE and the parameter
space is one-dimensional
2021/03/15: fixed a bug in qmle when yuima@model@parameter@measure is character(0)
and yuima@model@measure.type is "CP"
2021/08/16: fixed a bug in simulate when the jump intensity is not a parameter
2021/09/24: fixed a bug regarding the "fixed" argument in qmle
2021/11/23: fixed a bug regarding the "psd" argument in lmm
2021/11/28: added ntv.R, pz.test.R, lm.jumptest.R, ntv.Rd, pz.test.Rd, lm.jumptest.Rd
modified mpv.Rd, bns.test.Rd
2021/12/15: added ae.R, ae.cpp, ae.Rd, aeCharacteristic.Rd, aeDensity.Rd,
aeExpectation.Rd, aeKurtosis.Rd, aeMarginal.Rd
aeMean.Rd, aeMoment.Rd, aeSd.Rd, aeSkewness.Rd,
yuima.ae-class.Rd, updated NAMESPACE, updated yuima_init.c,
updated DESCRIPTION to add package calculus in Imports
2022/01/25: fixed a protection issue in euler.c
2022/01/28: modified wllag.R and unimported the wavethresh package
2022/03/03: fixed a bug in euler.c
2022/03/22: fixed if-class issues
2022/03/23: fixed man issues
2022/06/22: added simCIR and fitCIR
2022/06/22: modified simCIR and fitCIR.Rd
v. 1.15.15 2022/09/08
* fixed warnings generated by Cpp code
* updated package maintainer email
* fixed a bug in simulation that appeared
under special circumstances
* fixed notes on "lines wider than 100 characters:"
in .Rd files
* fixed \keyword in .Rd files
* fixed invalid urls in man/rng.Rd, man/simBmllag.Rd,
man/wllag.Rd, man/qmle.Rd
* fixed timing issue in JBtest.Rd
* fixed if(class()...) statements
* fixed -Wunused-but-set-variable in cce_functions.c
* fixed "comparisons like 'X<=Y<=Z' do not have their
mathematical meaning [-Wparentheses]" in rng.c
2022/11/08
* fixed man/rng.Rd
2022/11/29
* fixed IC.R and IC.Rd
v. 1.15.18 2022/11/05
* removed sprintf from ae.cpp
* protected object in euler.c
* changed if(class()) with inherits() in IC.R
v. 1.15.20 2022/12/19
* fixed -Wuninitialized in ae.cpp
v. 1.15.22 2022/12/20
* fixed wrong URL on README.md