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From: <jbe...@us...> - 2007-12-13 16:16:39
|
Revision: 33
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=33&view=rev
Author: jbeckford
Date: 2007-12-13 08:16:20 -0800 (Thu, 13 Dec 2007)
Log Message:
-----------
Get half of the demos for R working
Modified Paths:
--------------
trunk/R/R/functionsR.R
trunk/common/chapters/Chap2/S1-ReturnDistributions.ssc
trunk/common/chapters/Chap2/S3-StandardMethods.ssc
trunk/common/chapters/Chap3/S1-MomentEstimation.ssc
trunk/common/chapters/Chap3/S2-NormalTests.ssc
trunk/common/chapters/Chap3/S3-NormalMixturesIntro.ssc
trunk/common/chapters/Chap3/S4-NormalMixturesFitting.ssc
trunk/common/chapters/Chap3/S6-FactorModels.ssc
trunk/common/chapters/Chap4/S1-StylizedFacts.ssc
trunk/common/chapters/Chap5/S3-Fitting.ssc
trunk/common/chapters/Chap7/S1-Maxima.ssc
trunk/common/chapters/Chap7/S3-PointProcesses.ssc
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|
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From: <jbe...@us...> - 2007-12-11 15:17:13
|
Revision: 32
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=32&view=rev
Author: jbeckford
Date: 2007-12-11 07:17:00 -0800 (Tue, 11 Dec 2007)
Log Message:
-----------
Add chapter demos to R by commonalizing S Scripts
Modified Paths:
--------------
trunk/Makefile
trunk/common/chapters/Chap2/S1-ReturnDistributions.ssc
trunk/common/chapters/Chap2/S3-StandardMethods.ssc
trunk/common/chapters/Chap3/S1-MomentEstimation.ssc
trunk/common/chapters/Chap3/S2-NormalTests.ssc
trunk/common/chapters/Chap3/S4-NormalMixturesFitting.ssc
trunk/common/chapters/Chap3/S6-FactorModels.ssc
trunk/common/chapters/Chap4/S1-StylizedFacts.ssc
trunk/common/chapters/Chap5/S3-Fitting.ssc
trunk/common/chapters/Chap7/S1-Maxima.ssc
trunk/common/chapters/Chap7/S2-ThresholdExceedances.ssc
trunk/common/chapters/Chap7/S3-PointProcesses.ssc
trunk/common/chapters/Chap8/S1-Intro.ssc
trunk/common/chapters/Chap8/S2-ModelRisk.ssc
trunk/common/chapters/Chap8/S3-Statistics.ssc
Added Paths:
-----------
trunk/R/demo/
trunk/R/demo/00Index
trunk/common/chapters/
trunk/common/chapters/Chap2/
trunk/common/chapters/Chap3/
trunk/common/chapters/Chap4/
trunk/common/chapters/Chap5/
trunk/common/chapters/Chap7/
trunk/common/chapters/Chap8/
Removed Paths:
-------------
trunk/S/Scripts/Chap2/
trunk/S/Scripts/Chap3/
trunk/S/Scripts/Chap4/
trunk/S/Scripts/Chap5/
trunk/S/Scripts/Chap7/
trunk/S/Scripts/Chap8/
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From: <jbe...@us...> - 2007-11-14 22:38:09
|
Revision: 31
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=31&view=rev
Author: jbeckford
Date: 2007-11-14 14:38:08 -0800 (Wed, 14 Nov 2007)
Log Message:
-----------
make rbuild allows us to build a R binary package (useful for Windows)
Modified Paths:
--------------
trunk/Makefile
Property Changed:
----------------
trunk/R/src/
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From: <jbe...@us...> - 2007-11-14 18:59:03
|
Revision: 30
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=30&view=rev
Author: jbeckford
Date: 2007-11-14 10:58:53 -0800 (Wed, 14 Nov 2007)
Log Message:
-----------
Ignore the dist/ directory.
Property Changed:
----------------
trunk/
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From: <jbe...@us...> - 2007-11-14 18:55:10
|
Revision: 29
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=29&view=rev
Author: jbeckford
Date: 2007-11-14 10:55:06 -0800 (Wed, 14 Nov 2007)
Log Message:
-----------
makefile target for just the master distribution. fix up R specific documentation the same as the common S documentation
Modified Paths:
--------------
trunk/Makefile
trunk/R/man/plot.MPP.Rd
trunk/R/man/plot.PP.Rd
trunk/R/man/plot.sePP.Rd
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From: <jbe...@us...> - 2007-11-14 18:46:41
|
Revision: 28
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=28&view=rev
Author: jbeckford
Date: 2007-11-14 10:46:26 -0800 (Wed, 14 Nov 2007)
Log Message:
-----------
Forgot to check in addition of portable.positions
Modified Paths:
--------------
trunk/R/man/QRMlib-internal.Rd
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From: <jbe...@us...> - 2007-11-14 09:12:41
|
Revision: 27
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=27&view=rev
Author: jbeckford
Date: 2007-11-14 01:12:38 -0800 (Wed, 14 Nov 2007)
Log Message:
-----------
Load QRMlib shared library at startup. Got each individual example to run without error in R.
Modified Paths:
--------------
trunk/R/R/functionsR.R
trunk/R/src/Makevars
trunk/S/doc/fit.GEV.d
trunk/S/doc/fit.gausscopula.d
trunk/S/doc/fit.mNH.d
trunk/S/doc/fit.mst.d
trunk/S/doc/fit.seMPP.d
trunk/S/doc/fit.sePP.d
trunk/S/doc/fit.tcopula.d
trunk/S/doc/fit.tcopula.rank.d
trunk/S/doc/mk.returns.d
trunk/S/doc/plot.sePP.d
trunk/S/doc/rACp.d
trunk/S/doc/rbinomial.mixture.d
trunk/S/doc/rmt.d
trunk/S/doc/spdata.d
trunk/S/doc/spdata.raw.d
trunk/S/doc/stationary.sePP.d
trunk/S/functionsS.ssc
trunk/common/functions/functionsHawkes.ssc
trunk/common/functions/functionsNormix.ssc
Added Paths:
-----------
trunk/R/R/zzz.R
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From: <jbe...@us...> - 2007-11-14 06:50:49
|
Revision: 26
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=26&view=rev
Author: jbeckford
Date: 2007-11-13 22:50:47 -0800 (Tue, 13 Nov 2007)
Log Message:
-----------
Huge number of changes to get examples half-way working. Also place gsl in include/ and lib/ of built R directory
Modified Paths:
--------------
trunk/Makefile
trunk/R/R/functionsR.R
trunk/R/src/Makevars
trunk/R/src/Makevars.win
trunk/S/doc/RiskMeasures.d
trunk/S/doc/extremalPP.d
trunk/S/doc/findthreshold.d
trunk/S/doc/fit.GEV.d
trunk/S/doc/fit.NH.d
trunk/S/doc/fit.POT.d
trunk/S/doc/fit.gausscopula.d
trunk/S/doc/fit.mNH.d
trunk/S/doc/fit.mst.d
trunk/S/doc/fit.seMPP.d
trunk/S/doc/fit.sePP.d
trunk/S/doc/fit.st.d
trunk/S/doc/fit.tcopula.d
trunk/S/doc/fit.tcopula.rank.d
trunk/S/doc/plot.MPP.d
trunk/S/doc/plot.PP.d
trunk/S/doc/plot.sePP.d
trunk/S/doc/plotTail.d
trunk/S/doc/stationary.sePP.d
trunk/S/doc/unmark.d
trunk/S/doc/xiplot.d
trunk/S/functionsS.ssc
trunk/common/functions/functionsEVT.ssc
trunk/common/functions/functionsHawkes.ssc
trunk/common/functions/functionsUtility.ssc
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From: <jbe...@us...> - 2007-11-14 02:04:49
|
Revision: 25
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=25&view=rev
Author: jbeckford
Date: 2007-11-13 18:04:48 -0800 (Tue, 13 Nov 2007)
Log Message:
-----------
Changes to get documentation to pass R CMD check.
Modified Paths:
--------------
trunk/Makefile
trunk/R/data/DJ.RData
trunk/R/data/danish.RData
trunk/S/doc/BiDensPlot.d
trunk/S/doc/DJ.d
trunk/S/doc/EMupdate.d
trunk/S/doc/ESst.d
trunk/S/doc/FXGBP.RAW.d
trunk/S/doc/Kendall.d
trunk/S/doc/MCECMupdate.d
trunk/S/doc/MEplot.d
trunk/S/doc/besselM3.d
trunk/S/doc/cac40.d
trunk/S/doc/dGEV.d
trunk/S/doc/dGPD.d
trunk/S/doc/dGumbel.d
trunk/S/doc/danish.d
trunk/S/doc/dclaytonmix.d
trunk/S/doc/dcopula.AC.d
trunk/S/doc/dcopula.clayton.d
trunk/S/doc/dcopula.gauss.d
trunk/S/doc/dcopula.gumbel.d
trunk/S/doc/dcopula.t.d
trunk/S/doc/dghyp.d
trunk/S/doc/dghypB.d
trunk/S/doc/dji.d
trunk/S/doc/dmghyp.d
trunk/S/doc/dmnorm.d
trunk/S/doc/dmt.d
trunk/S/doc/dprobitnorm.d
trunk/S/doc/dsmghyp.d
trunk/S/doc/edf.d
trunk/S/doc/fit.AC.d
trunk/S/doc/fit.Archcopula2d.d
trunk/S/doc/fit.GPD.d
trunk/S/doc/fit.GPDb.d
trunk/S/doc/fit.NH.d
trunk/S/doc/fit.binomial.d
trunk/S/doc/fit.binomialBeta.d
trunk/S/doc/fit.binomialLogitnorm.d
trunk/S/doc/fit.binomialProbitnorm.d
trunk/S/doc/fit.mNH.d
trunk/S/doc/fit.mst.d
trunk/S/doc/fit.seMPP.d
trunk/S/doc/fit.sePP.d
trunk/S/doc/ftse100.d
trunk/S/doc/hsi.d
trunk/S/doc/nasdaq.d
trunk/S/doc/nikkei.d
trunk/S/doc/pGEV.d
trunk/S/doc/pGPD.d
trunk/S/doc/pGumbel.d
trunk/S/doc/pclaytonmix.d
trunk/S/doc/plot.MPP.d
trunk/S/doc/plot.PP.d
trunk/S/doc/plot.sePP.d
trunk/S/doc/pprobitnorm.d
trunk/S/doc/psifunc.d
trunk/S/doc/qGEV.d
trunk/S/doc/qGPD.d
trunk/S/doc/qGumbel.d
trunk/S/doc/qst.d
trunk/S/doc/rGEV.d
trunk/S/doc/rGIG.d
trunk/S/doc/rGPD.d
trunk/S/doc/rclaytonmix.d
trunk/S/doc/rghyp.d
trunk/S/doc/rghypB.d
trunk/S/doc/rprobitnorm.d
trunk/S/doc/smi.d
trunk/S/doc/sp500.d
trunk/S/doc/stationary.sePP.d
trunk/S/doc/xdax.d
trunk/S/doc/xiplot.d
trunk/common/functions/functionsCredit.ssc
trunk/utility/portable/saveAsR.R
Added Paths:
-----------
trunk/R/data/FXGBP.RAW.RData
trunk/R/data/cac40.RData
trunk/R/data/dji.RData
trunk/R/data/ftse100.RData
trunk/R/data/nasdaq.RData
trunk/R/data/nikkei.RData
trunk/R/data/smi.RData
trunk/R/data/sp500.RData
trunk/R/data/spdata.RData
trunk/R/data/spdata.raw.RData
trunk/R/data/xdax.RData
trunk/R/man/
trunk/R/man/QRMlib-internal.Rd
trunk/R/man/plot.MPP.Rd
trunk/R/man/plot.PP.Rd
trunk/R/man/plot.sePP.Rd
Removed Paths:
-------------
trunk/R/data/FX.RData
trunk/R/data/Indexes.RData
trunk/R/data/Spdefault.RData
Property Changed:
----------------
trunk/utility/portable/
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|
|
From: <jbe...@us...> - 2007-11-14 00:41:57
|
Revision: 24
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=24&view=rev
Author: jbeckford
Date: 2007-11-13 16:41:54 -0800 (Tue, 13 Nov 2007)
Log Message:
-----------
Bundle the gsl includes and libraries (which we can do because our license is GPL), and use for Windows build in R.
Use Rtools in the Committers_Guide_to_QRMlib.ppt.
Modified Paths:
--------------
trunk/Makefile
trunk/R/src/Makevars.win
trunk/docs/Committers_Guide_to_QRMlib.ppt
Added Paths:
-----------
trunk/common/include/
trunk/common/include/gsl/
trunk/common/include/gsl/config.h
trunk/common/include/gsl/gsl_blas.h
trunk/common/include/gsl/gsl_blas_types.h
trunk/common/include/gsl/gsl_block.h
trunk/common/include/gsl/gsl_block_char.h
trunk/common/include/gsl/gsl_block_complex_double.h
trunk/common/include/gsl/gsl_block_complex_float.h
trunk/common/include/gsl/gsl_block_complex_long_double.h
trunk/common/include/gsl/gsl_block_double.h
trunk/common/include/gsl/gsl_block_float.h
trunk/common/include/gsl/gsl_block_int.h
trunk/common/include/gsl/gsl_block_long.h
trunk/common/include/gsl/gsl_block_long_double.h
trunk/common/include/gsl/gsl_block_short.h
trunk/common/include/gsl/gsl_block_uchar.h
trunk/common/include/gsl/gsl_block_uint.h
trunk/common/include/gsl/gsl_block_ulong.h
trunk/common/include/gsl/gsl_block_ushort.h
trunk/common/include/gsl/gsl_cblas.h
trunk/common/include/gsl/gsl_cdf.h
trunk/common/include/gsl/gsl_chebyshev.h
trunk/common/include/gsl/gsl_check_range.h
trunk/common/include/gsl/gsl_combination.h
trunk/common/include/gsl/gsl_complex.h
trunk/common/include/gsl/gsl_complex_math.h
trunk/common/include/gsl/gsl_const.h
trunk/common/include/gsl/gsl_const_cgs.h
trunk/common/include/gsl/gsl_const_cgsm.h
trunk/common/include/gsl/gsl_const_mks.h
trunk/common/include/gsl/gsl_const_mksa.h
trunk/common/include/gsl/gsl_const_num.h
trunk/common/include/gsl/gsl_deriv.h
trunk/common/include/gsl/gsl_dft_complex.h
trunk/common/include/gsl/gsl_dft_complex_float.h
trunk/common/include/gsl/gsl_dht.h
trunk/common/include/gsl/gsl_diff.h
trunk/common/include/gsl/gsl_eigen.h
trunk/common/include/gsl/gsl_errno.h
trunk/common/include/gsl/gsl_fft.h
trunk/common/include/gsl/gsl_fft_complex.h
trunk/common/include/gsl/gsl_fft_complex_float.h
trunk/common/include/gsl/gsl_fft_halfcomplex.h
trunk/common/include/gsl/gsl_fft_halfcomplex_float.h
trunk/common/include/gsl/gsl_fft_real.h
trunk/common/include/gsl/gsl_fft_real_float.h
trunk/common/include/gsl/gsl_fit.h
trunk/common/include/gsl/gsl_heapsort.h
trunk/common/include/gsl/gsl_histogram.h
trunk/common/include/gsl/gsl_histogram2d.h
trunk/common/include/gsl/gsl_ieee_utils.h
trunk/common/include/gsl/gsl_integration.h
trunk/common/include/gsl/gsl_interp.h
trunk/common/include/gsl/gsl_linalg.h
trunk/common/include/gsl/gsl_machine.h
trunk/common/include/gsl/gsl_math.h
trunk/common/include/gsl/gsl_matrix.h
trunk/common/include/gsl/gsl_matrix_char.h
trunk/common/include/gsl/gsl_matrix_complex_double.h
trunk/common/include/gsl/gsl_matrix_complex_float.h
trunk/common/include/gsl/gsl_matrix_complex_long_double.h
trunk/common/include/gsl/gsl_matrix_double.h
trunk/common/include/gsl/gsl_matrix_float.h
trunk/common/include/gsl/gsl_matrix_int.h
trunk/common/include/gsl/gsl_matrix_long.h
trunk/common/include/gsl/gsl_matrix_long_double.h
trunk/common/include/gsl/gsl_matrix_short.h
trunk/common/include/gsl/gsl_matrix_uchar.h
trunk/common/include/gsl/gsl_matrix_uint.h
trunk/common/include/gsl/gsl_matrix_ulong.h
trunk/common/include/gsl/gsl_matrix_ushort.h
trunk/common/include/gsl/gsl_message.h
trunk/common/include/gsl/gsl_min.h
trunk/common/include/gsl/gsl_mode.h
trunk/common/include/gsl/gsl_monte.h
trunk/common/include/gsl/gsl_monte_miser.h
trunk/common/include/gsl/gsl_monte_plain.h
trunk/common/include/gsl/gsl_monte_vegas.h
trunk/common/include/gsl/gsl_multifit.h
trunk/common/include/gsl/gsl_multifit_nlin.h
trunk/common/include/gsl/gsl_multimin.h
trunk/common/include/gsl/gsl_multiroots.h
trunk/common/include/gsl/gsl_nan.h
trunk/common/include/gsl/gsl_ntuple.h
trunk/common/include/gsl/gsl_odeiv.h
trunk/common/include/gsl/gsl_permutation.h
trunk/common/include/gsl/gsl_permute.h
trunk/common/include/gsl/gsl_permute_char.h
trunk/common/include/gsl/gsl_permute_complex_double.h
trunk/common/include/gsl/gsl_permute_complex_float.h
trunk/common/include/gsl/gsl_permute_complex_long_double.h
trunk/common/include/gsl/gsl_permute_double.h
trunk/common/include/gsl/gsl_permute_float.h
trunk/common/include/gsl/gsl_permute_int.h
trunk/common/include/gsl/gsl_permute_long.h
trunk/common/include/gsl/gsl_permute_long_double.h
trunk/common/include/gsl/gsl_permute_short.h
trunk/common/include/gsl/gsl_permute_uchar.h
trunk/common/include/gsl/gsl_permute_uint.h
trunk/common/include/gsl/gsl_permute_ulong.h
trunk/common/include/gsl/gsl_permute_ushort.h
trunk/common/include/gsl/gsl_permute_vector.h
trunk/common/include/gsl/gsl_permute_vector_char.h
trunk/common/include/gsl/gsl_permute_vector_complex_double.h
trunk/common/include/gsl/gsl_permute_vector_complex_float.h
trunk/common/include/gsl/gsl_permute_vector_complex_long_double.h
trunk/common/include/gsl/gsl_permute_vector_double.h
trunk/common/include/gsl/gsl_permute_vector_float.h
trunk/common/include/gsl/gsl_permute_vector_int.h
trunk/common/include/gsl/gsl_permute_vector_long.h
trunk/common/include/gsl/gsl_permute_vector_long_double.h
trunk/common/include/gsl/gsl_permute_vector_short.h
trunk/common/include/gsl/gsl_permute_vector_uchar.h
trunk/common/include/gsl/gsl_permute_vector_uint.h
trunk/common/include/gsl/gsl_permute_vector_ulong.h
trunk/common/include/gsl/gsl_permute_vector_ushort.h
trunk/common/include/gsl/gsl_poly.h
trunk/common/include/gsl/gsl_pow_int.h
trunk/common/include/gsl/gsl_precision.h
trunk/common/include/gsl/gsl_qrng.h
trunk/common/include/gsl/gsl_randist.h
trunk/common/include/gsl/gsl_rng.h
trunk/common/include/gsl/gsl_roots.h
trunk/common/include/gsl/gsl_sf.h
trunk/common/include/gsl/gsl_sf_airy.h
trunk/common/include/gsl/gsl_sf_bessel.h
trunk/common/include/gsl/gsl_sf_clausen.h
trunk/common/include/gsl/gsl_sf_coulomb.h
trunk/common/include/gsl/gsl_sf_coupling.h
trunk/common/include/gsl/gsl_sf_dawson.h
trunk/common/include/gsl/gsl_sf_debye.h
trunk/common/include/gsl/gsl_sf_dilog.h
trunk/common/include/gsl/gsl_sf_elementary.h
trunk/common/include/gsl/gsl_sf_ellint.h
trunk/common/include/gsl/gsl_sf_elljac.h
trunk/common/include/gsl/gsl_sf_erf.h
trunk/common/include/gsl/gsl_sf_exp.h
trunk/common/include/gsl/gsl_sf_expint.h
trunk/common/include/gsl/gsl_sf_fermi_dirac.h
trunk/common/include/gsl/gsl_sf_gamma.h
trunk/common/include/gsl/gsl_sf_gegenbauer.h
trunk/common/include/gsl/gsl_sf_hyperg.h
trunk/common/include/gsl/gsl_sf_laguerre.h
trunk/common/include/gsl/gsl_sf_lambert.h
trunk/common/include/gsl/gsl_sf_legendre.h
trunk/common/include/gsl/gsl_sf_log.h
trunk/common/include/gsl/gsl_sf_pow_int.h
trunk/common/include/gsl/gsl_sf_psi.h
trunk/common/include/gsl/gsl_sf_result.h
trunk/common/include/gsl/gsl_sf_synchrotron.h
trunk/common/include/gsl/gsl_sf_transport.h
trunk/common/include/gsl/gsl_sf_trig.h
trunk/common/include/gsl/gsl_sf_zeta.h
trunk/common/include/gsl/gsl_siman.h
trunk/common/include/gsl/gsl_sort.h
trunk/common/include/gsl/gsl_sort_char.h
trunk/common/include/gsl/gsl_sort_double.h
trunk/common/include/gsl/gsl_sort_float.h
trunk/common/include/gsl/gsl_sort_int.h
trunk/common/include/gsl/gsl_sort_long.h
trunk/common/include/gsl/gsl_sort_long_double.h
trunk/common/include/gsl/gsl_sort_short.h
trunk/common/include/gsl/gsl_sort_uchar.h
trunk/common/include/gsl/gsl_sort_uint.h
trunk/common/include/gsl/gsl_sort_ulong.h
trunk/common/include/gsl/gsl_sort_ushort.h
trunk/common/include/gsl/gsl_sort_vector.h
trunk/common/include/gsl/gsl_sort_vector_char.h
trunk/common/include/gsl/gsl_sort_vector_double.h
trunk/common/include/gsl/gsl_sort_vector_float.h
trunk/common/include/gsl/gsl_sort_vector_int.h
trunk/common/include/gsl/gsl_sort_vector_long.h
trunk/common/include/gsl/gsl_sort_vector_long_double.h
trunk/common/include/gsl/gsl_sort_vector_short.h
trunk/common/include/gsl/gsl_sort_vector_uchar.h
trunk/common/include/gsl/gsl_sort_vector_uint.h
trunk/common/include/gsl/gsl_sort_vector_ulong.h
trunk/common/include/gsl/gsl_sort_vector_ushort.h
trunk/common/include/gsl/gsl_specfunc.h
trunk/common/include/gsl/gsl_spline.h
trunk/common/include/gsl/gsl_statistics.h
trunk/common/include/gsl/gsl_statistics_char.h
trunk/common/include/gsl/gsl_statistics_double.h
trunk/common/include/gsl/gsl_statistics_float.h
trunk/common/include/gsl/gsl_statistics_int.h
trunk/common/include/gsl/gsl_statistics_long.h
trunk/common/include/gsl/gsl_statistics_long_double.h
trunk/common/include/gsl/gsl_statistics_short.h
trunk/common/include/gsl/gsl_statistics_uchar.h
trunk/common/include/gsl/gsl_statistics_uint.h
trunk/common/include/gsl/gsl_statistics_ulong.h
trunk/common/include/gsl/gsl_statistics_ushort.h
trunk/common/include/gsl/gsl_sum.h
trunk/common/include/gsl/gsl_sys.h
trunk/common/include/gsl/gsl_test.h
trunk/common/include/gsl/gsl_types.h
trunk/common/include/gsl/gsl_vector.h
trunk/common/include/gsl/gsl_vector_char.h
trunk/common/include/gsl/gsl_vector_complex.h
trunk/common/include/gsl/gsl_vector_complex_double.h
trunk/common/include/gsl/gsl_vector_complex_float.h
trunk/common/include/gsl/gsl_vector_complex_long_double.h
trunk/common/include/gsl/gsl_vector_double.h
trunk/common/include/gsl/gsl_vector_float.h
trunk/common/include/gsl/gsl_vector_int.h
trunk/common/include/gsl/gsl_vector_long.h
trunk/common/include/gsl/gsl_vector_long_double.h
trunk/common/include/gsl/gsl_vector_short.h
trunk/common/include/gsl/gsl_vector_uchar.h
trunk/common/include/gsl/gsl_vector_uint.h
trunk/common/include/gsl/gsl_vector_ulong.h
trunk/common/include/gsl/gsl_vector_ushort.h
trunk/common/include/gsl/gsl_version.h
trunk/common/include/gsl/gsl_wavelet.h
trunk/common/include/gsl/gsl_wavelet2d.h
trunk/common/lib/
trunk/common/lib/libgsl.a
trunk/common/lib/libgslcblas.a
Property Changed:
----------------
trunk/
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From: <jbe...@us...> - 2007-11-09 03:03:20
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Revision: 23
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=23&view=rev
Author: jbeckford
Date: 2007-11-08 19:03:18 -0800 (Thu, 08 Nov 2007)
Log Message:
-----------
Allow source code to be compiled correctly in R
Modified Paths:
--------------
trunk/Makefile
trunk/R/R/functionsR.R
trunk/S/functionsS.ssc
trunk/common/functions/functionsCopulas.ssc
trunk/common/functions/functionsHawkes.ssc
trunk/common/functions/functionsNormix.ssc
Added Paths:
-----------
trunk/R/src/
trunk/R/src/Makevars
trunk/R/src/Makevars.win
trunk/common/src/
trunk/common/src/QRMbessel.c
trunk/common/src/QRMbessel.h
trunk/common/src/QRMsep.c
trunk/common/src/QRMsep.h
trunk/common/src/QRMsim.c
trunk/common/src/QRMsim.h
Removed Paths:
-------------
trunk/S/QRMbessel.c
trunk/S/QRMbessel.h
trunk/S/QRMsep.c
trunk/S/QRMsep.h
trunk/S/QRMsim.c
trunk/S/QRMsim.h
Property Changed:
----------------
trunk/
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From: <jbe...@us...> - 2007-10-25 21:29:03
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Revision: 22
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=22&view=rev
Author: jbeckford
Date: 2007-10-25 14:29:00 -0700 (Thu, 25 Oct 2007)
Log Message:
-----------
All fixes for "checking R code for possible problems" of R CMD check. The fixes have not been tested thoroughly:
More T to TRUE and F to FALSE.
Dr McNeil's functionsCopula (without the assign statement) is in.
Even with if (portable.is.R()) { ... } else { ... }, R CMD check will check all lines of code for problems (ie. checks to see if functions like nlmin exist), including the else block. That limits what can go in the else block to be valid R code, and in "common" S+/R code in general. As a work-around, I put R-specific functions in R/R/functionsR.R and S-specific versions are in S/functionsS.ssc.
Scott's fix for the assigns has been implemented, but for now just in the R-specific code. Additionally, changes were made from out$converged (S+) to out$convergence==0 (R) and other output parameters, and the input parameters needed to be passed to hessb() as well.
I've got a little issue with the following in cal.probitnorm:
k2 - pmvnorm(c(qnorm(k1), qnorm(k1)), rho = x)
R CMD check complains that 'rho' isn't an argument to pmvnorm. For the R-specific version, I dropped the rho argument
I changed fit.mst since (I believe) it was missing a 'if (is.na(kvalue)) kvalue <- det(Sigma)' statement, and a kvalue parameter, before EMupdate was called.
Modified Paths:
--------------
trunk/Makefile
trunk/common/functions/functionsCredit.ssc
trunk/common/functions/functionsEVT.ssc
trunk/common/functions/functionsHawkes.ssc
trunk/common/functions/functionsMultivariate.ssc
trunk/common/functions/functionsNormix.ssc
trunk/common/functions/functionsPortable.ssc
trunk/common/functions/functionsUnivariate.ssc
trunk/common/functions/functionsUtility.ssc
Added Paths:
-----------
trunk/R/R/
trunk/R/R/functionsR.R
trunk/S/functionsS.ssc
Property Changed:
----------------
trunk/
trunk/S/
trunk/common/functions/
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From: <jbe...@us...> - 2007-10-25 16:25:14
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Revision: 21
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=21&view=rev
Author: jbeckford
Date: 2007-10-25 09:25:11 -0700 (Thu, 25 Oct 2007)
Log Message:
-----------
Ignore the dist/ directory.
Depend on the common directory for Makefile.
Fix bug in functionsMultivariate where nrow was specified twice.
Finish using the correct rename of .Rdata to .RData.
Modified Paths:
--------------
trunk/Makefile
trunk/common/functions/functionsMultivariate.ssc
Property Changed:
----------------
trunk/
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From: <jbe...@us...> - 2007-10-24 20:37:33
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Revision: 20
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=20&view=rev
Author: jbeckford
Date: 2007-10-24 13:03:08 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Convert T and F to TRUE and FALSE
Modified Paths:
--------------
trunk/common/functions/functionsCopulas.ssc
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From: <jbe...@us...> - 2007-10-24 20:01:15
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Revision: 19
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=19&view=rev
Author: jbeckford
Date: 2007-10-24 13:01:14 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Dr McNeil: Attached is a new version of functionsCopulas.ssc where "assign" has been completely removed from the fitting functions by switching from nlmin to nlminb for the optimization.
Modified Paths:
--------------
trunk/common/functions/functionsCopulas.ssc
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From: <jbe...@us...> - 2007-10-24 07:05:43
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Revision: 18
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=18&view=rev
Author: jbeckford
Date: 2007-10-24 00:05:42 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Use .RData instead of .Rdata
Modified Paths:
--------------
trunk/utility/portable/saveAsR.R
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From: <jbe...@us...> - 2007-10-24 07:03:52
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Revision: 17
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=17&view=rev
Author: jbeckford
Date: 2007-10-24 00:03:51 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Should be .RData instead of .Rdata
Added Paths:
-----------
trunk/R/data/Spdefault.RData
Removed Paths:
-------------
trunk/R/data/Spdefault.Rdata
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From: <jbe...@us...> - 2007-10-24 07:03:40
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Revision: 16
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=16&view=rev
Author: jbeckford
Date: 2007-10-24 00:03:39 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Should be .RData instead of .Rdata
Added Paths:
-----------
trunk/R/data/Indexes.RData
Removed Paths:
-------------
trunk/R/data/Indexes.Rdata
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From: <jbe...@us...> - 2007-10-24 07:03:29
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Revision: 15
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=15&view=rev
Author: jbeckford
Date: 2007-10-24 00:03:28 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Should be .RData instead of .Rdata
Added Paths:
-----------
trunk/R/data/FX.RData
Removed Paths:
-------------
trunk/R/data/FX.Rdata
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From: <jbe...@us...> - 2007-10-24 07:03:18
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Revision: 14
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=14&view=rev
Author: jbeckford
Date: 2007-10-24 00:03:17 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Should be .RData instead of .Rdata
Added Paths:
-----------
trunk/R/data/DJ.RData
Removed Paths:
-------------
trunk/R/data/DJ.Rdata
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From: <jbe...@us...> - 2007-10-24 07:03:07
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Revision: 13
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=13&view=rev
Author: jbeckford
Date: 2007-10-24 00:03:02 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Should be .RData instead of .Rdata
Added Paths:
-----------
trunk/R/data/danish.RData
Removed Paths:
-------------
trunk/R/data/danish.Rdata
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From: <jbe...@us...> - 2007-10-24 07:00:23
|
Revision: 12
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=12&view=rev
Author: jbeckford
Date: 2007-10-24 00:00:18 -0700 (Wed, 24 Oct 2007)
Log Message:
-----------
Make plot.* functions comply with R generic function standards which says that generic functions must be argument compatible with what they override
Modified Paths:
--------------
trunk/Makefile
trunk/common/functions/functionsHawkes.ssc
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From: <jbe...@us...> - 2007-10-24 06:45:08
|
Revision: 11
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=11&view=rev
Author: jbeckford
Date: 2007-10-23 23:45:06 -0700 (Tue, 23 Oct 2007)
Log Message:
-----------
Update documentation so that run make rcheck.
Add R-specific data, converted from S+.
Modified Paths:
--------------
trunk/Makefile
trunk/R/DESCRIPTION
trunk/common/functions/functionsPortable.ssc
trunk/docs/Committers_Guide_to_QRMlib.ppt
Added Paths:
-----------
trunk/R/data/
trunk/R/data/DJ.Rdata
trunk/R/data/FX.Rdata
trunk/R/data/Indexes.Rdata
trunk/R/data/Spdefault.Rdata
trunk/R/data/danish.Rdata
trunk/S/functionsData.ssc
trunk/utility/
trunk/utility/portable/
trunk/utility/portable/data/
trunk/utility/portable/data/DataDJ.portable
trunk/utility/portable/data/DataDanish.portable
trunk/utility/portable/data/DataFX.portable
trunk/utility/portable/data/DataIcac40.portable
trunk/utility/portable/data/DataIdji.portable
trunk/utility/portable/data/DataIftse100.portable
trunk/utility/portable/data/DataInasdaq.portable
trunk/utility/portable/data/DataInikkei.portable
trunk/utility/portable/data/DataIsmi.portable
trunk/utility/portable/data/DataIsp500.portable
trunk/utility/portable/data/DataIxdax.portable
trunk/utility/portable/data/DataSpdata.dump
trunk/utility/portable/saveAsR.R
trunk/utility/portable/savePortableFromS.ssc
Removed Paths:
-------------
trunk/common/functions/functionsData.ssc
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From: <jbe...@us...> - 2007-10-24 02:12:20
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Revision: 10
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=10&view=rev
Author: jbeckford
Date: 2007-10-23 19:12:11 -0700 (Tue, 23 Oct 2007)
Log Message:
-----------
Fix for S-Plus 8 warning message of object xyz.portable.dump.timeSeries.p or .x to be removed, but not found in database
Modified Paths:
--------------
trunk/common/functions/functionsPortable.ssc
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From: <jbe...@us...> - 2007-10-15 07:16:50
|
Revision: 9
http://qrmlib.svn.sourceforge.net/qrmlib/?rev=9&view=rev
Author: jbeckford
Date: 2007-10-15 00:16:49 -0700 (Mon, 15 Oct 2007)
Log Message:
-----------
Put in documentation for how to build the source code.
Modified Paths:
--------------
trunk/docs/Committers_Guide_to_QRMlib.ppt
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