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 2022/11/05 v. 1.15.18 * removed sprintf from ae.cpp * protected object in euler.c * changed if(class()) with inherits() in IC.R 2022/12/19 v. 1.15.20 * fixed -Wuninitialized in ae.cpp 2022/12/20 v. 1.15.22 * fixed wrong URL on README.md 2024/02/29 v. 1.15.27 * fixed missing argument description in IC.Rd * fixed broken link in url in .RD file * fixed CITATION * added \dontrun to a few examples