Merge branch 'master' of https://github.com/acguidoum/Sim.DiffProc

Author: ac-guidoum

README.md

@@ -57,7 +57,7 @@ library("Sim.DiffProc")
 Documentation and Examples
 --------------------------
 
-It is a requirement of the R packaging system that every function and data set in a package has a help page. The [Sim.DiffProc](https://cran.r-project.org/package=Sim.DiffProc) package follows this  requirement strictly. In addition to the help pages, the package includes vignettes and demonstration scripts. First read the package vignette Then read the [reference manual.](https://CRAN.R-project.org/package=Sim.DiffProc/Sim.DiffProc.pdf)
+It is a requirement of the R packaging system that every function and data set in a package has a help page. The [Sim.DiffProc](https://doi.org/10.18637/jss.v096.i02) package follows this  requirement strictly. In addition to the help pages, the package includes vignettes and demonstration scripts. First read the package vignette Then read the [reference manual.](https://CRAN.R-project.org/package=Sim.DiffProc/Sim.DiffProc.pdf)
 
 
 
@@ -105,4 +105,4 @@ Please send comments, error reports, etc. to the author via the addresses email.
 References
 ----------
 
-1. Guidoum AC, Boukhetala K (2020). "Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc". Journal of Statistical Software, 96(2), 1--82. doi:10.18637/jss.v096.i02
+1. Guidoum AC, Boukhetala K (2020). "Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc". Journal of Statistical Software, 96(2), 1--82. https://doi.org/10.18637/jss.v096.i02

tests/bridgesde_test.R

@@ -84,6 +84,8 @@ points2d(mod2,pch=19,cex=0.1)
 
 Sigma <- matrix(c(1, 0.75, 0.75, 1), nrow = 2, ncol = 2)
 mod2 <- bridgesde2d(drift=fx,diffusion=gx,corr=Sigma,Dt=0.005,M=10,N=50)
+print(mod2)				
+summary(mod2)
 
 ##
 
@@ -112,6 +114,8 @@ bconfint(mod2, at =s)
 
 Sigma <- matrix(c(1, 0.75, 0.75, 1), nrow = 2, ncol = 2)
 mod2 <- bridgesde2d(drift=fx,diffusion=gx,corr=Sigma,Dt=0.005,M=10,N=50,type="str")
+print(mod2)				
+summary(mod2)
 
 ######## 3d
 
@@ -140,6 +144,8 @@ plot3D(mod3,display="persp",main="3-dim bridge sde")
 
 Sigma <- matrix(c(1,-0.5,-0.25,-0.5,1,0.95,-0.25,0.95,1),nrow=3,ncol=3) 
 mod3 <- bridgesde3d(drift=fx,diffusion=gx,corr=Sigma,x0=c(0,-1,0.5),y=c(0,-2,0.5),M=10,Dt=0.01,N=50)
+print(mod3)				
+summary(mod3)
 
 ##
 
@@ -168,7 +174,8 @@ bconfint(mod3, at =s)
 
 Sigma <- matrix(c(1,-0.5,-0.25,-0.5,1,0.95,-0.25,0.95,1),nrow=3,ncol=3) 
 mod3 <- bridgesde3d(drift=fx,diffusion=gx,corr=Sigma,x0=c(0,-1,0.5),y=c(0,-2,0.5),M=10,Dt=0.01,N=50,type="str")
-
+print(mod3)				
+summary(mod3)
 
 #############################
 

tests/snssde_test.R

@@ -91,7 +91,8 @@ points2d(mod2[[1]],pch=19,cex=0.1)
 Sigma <- matrix(c(1, 0.75, 0.75, 1), nrow = 2, ncol = 2)
 mod2 <- lapply(1:2, function(i) 
                 snssde2d(N=50,drift=fx,diffusion=gx,corr=Sigma,Dt=0.005,M=2,method=meth[i]))
-
+print(mod2[[1]])				
+summary(mod2[[1]])
 ##
 
 mod2 <- lapply(2:length(meth), function(i) 
@@ -121,7 +122,9 @@ bconfint(mod2[[1]], at =s)
 Sigma <- matrix(c(1, 0.75, 0.75, 1), nrow = 2, ncol = 2)
 mod2 <- lapply(1:2, function(i) 
                 snssde2d(N=50,drift=fx,diffusion=gx,corr=Sigma,Dt=0.005,M=2,method=meth[i],type="str"))
-
+print(mod2[[1]])				
+summary(mod2[[1]])
+	       
 ######## 3d
 
 fx <- expression(4*(-1-x)*y, 4*(1-y)*x, 4*(1-z)*y)
@@ -151,6 +154,9 @@ plot3D(mod3[[1]],display="persp",main="3-dim bridge sde")
 Sigma <- matrix(c(1,-0.5,-0.25,-0.5,1,0.95,-0.25,0.95,1),nrow=3,ncol=3) 
 mod3 <- lapply(1:2, function(i) 
                 snssde3d(N=50,drift=fx,diffusion=gx,corr=Sigma,M=2,method=meth[i]))
+print(mod3[[1]])				
+summary(mod3[[1]])
+	       
 ##
 
 
@@ -180,7 +186,8 @@ bconfint(mod3[[1]], at =s)
 Sigma <- matrix(c(1,-0.5,-0.25,-0.5,1,0.95,-0.25,0.95,1),nrow=3,ncol=3) 
 mod3 <- lapply(1:2, function(i) 
                 snssde3d(N=50,drift=fx,diffusion=gx,corr=Sigma,M=2,method=meth[i],type="str"))
-
+print(mod3[[1]])				
+summary(mod3[[1]])
 #############################
 s= 0.00458
 f <- expression( 2*(1-x) )