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Update README and dependencies with yuima
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yuima 1.6.4 has been released, solving the simulation issues that prevented the
use of version 1.5.8
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constantino-garcia committed May 2, 2017
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2 changes: 1 addition & 1 deletion DESCRIPTION
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Expand Up @@ -7,7 +7,7 @@ Maintainer: Constantino Antonio Garcia Martinez <constantinoantonio.garcia@usc.e
Description: Non-parametric estimation of Langevin equations (also called Stochastic Differential Equations or SDE) from a densely-observed time series. estimate the drift and diffusion terms by modelling them as gaussian processes (GPs). To cope with the computational complexity that calculating the posterior distribution of the GPs requires, the GPs are approximated using a small set of function points, the inducing variables. These inducing variables are the result of evaluating the drift and diffusion terms at some strategically located pseudo-inputs. The pseudo-inputs and the approximate posterior distributions are learnt using variational inference.
License: GPL (>= 3)
LazyLoad: yes
Depends: R (>= 2.10), yuima (== 1.4.7), Rcpp(>= 0.12.6), methods
Depends: R (>= 2.10), yuima (>= 1.6.4), Rcpp(>= 0.12.6), methods
Imports: KernSmooth, doParallel, foreach, zoo
LinkingTo: Rcpp, RcppArmadillo
RcppModules: VOILA_KERNELS
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16 changes: 2 additions & 14 deletions README.Rmd
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Expand Up @@ -42,23 +42,11 @@ Sparse Gaussian Processes** _(under review)_, [preprint](https://arxiv.org/abs/

## Installation
`voila` is not currently available on [CRAN](http://cran.r-project.org/) but it
may be installed from github using [devtools](https://github.com/hadley/devtools).
For the moment, `voila` requires the use of [yuima](https://yuima-project.com)
version 1.4.7, since the simulation method has changed in the latest version
(this issue will be solved in the future). Hence, to install `voila`,
[yuima_1.4.7](https://cran.r-project.org/src/contrib/Archive/yuima/yuima_1.4.7.tar.gz)
should be downloaded. The following chunk of code can be used for the download
and the installation:
may be installed from github using [devtools](https://github.com/hadley/devtools):

```R
url = 'https://cran.r-project.org/src/contrib/Archive/yuima/yuima_1.4.7.tar.gz'
download.file(url, 'yuima_1.4.7.tar.gz')
install.packages('yuima_1.4.7.tar.gz', repos = NULL)
# install all the remaining dependencies
install.packages(c('KernSmooth', 'doParallel', 'foreach', 'zoo',
'Rcpp', 'RcppArmadillo'))
library("devtools")
install_github("citiususc/voila", dependencies = FALSE)
install_github("citiususc/voila")
```

## A quick-example
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10 changes: 2 additions & 8 deletions README.md
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Expand Up @@ -17,17 +17,11 @@ The method is fully described in the paper:
Installation
------------

`voila` is not currently available on [CRAN](http://cran.r-project.org/) but it may be installed from github using [devtools](https://github.com/hadley/devtools). For the moment, `voila` requires the use of [yuima](https://yuima-project.com) version 1.4.7, since the simulation method has changed in the latest version (this issue will be solved in the future). Hence, to install `voila`, [yuima\_1.4.7](https://cran.r-project.org/src/contrib/Archive/yuima/yuima_1.4.7.tar.gz) should be downloaded. The following chunk of code can be used for the download and the installation:
`voila` is not currently available on [CRAN](http://cran.r-project.org/) but it may be installed from github using [devtools](https://github.com/hadley/devtools):

``` r
url = 'https://cran.r-project.org/src/contrib/Archive/yuima/yuima_1.4.7.tar.gz'
download.file(url, 'yuima_1.4.7.tar.gz')
install.packages('yuima_1.4.7.tar.gz', repos = NULL)
# install all the remaining dependencies
install.packages(c('KernSmooth', 'doParallel', 'foreach', 'zoo',
'Rcpp', 'RcppArmadillo'))
library("devtools")
install_github("citiususc/voila", dependencies = FALSE)
install_github("citiususc/voila")
```

A quick-example
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