BIPOD: BIPOD (Bayesian Inference for Partially Observed diffusions)

Bayesian parameter estimation for (partially observed) two-dimensional diffusions.

Author
Anders Chr. Jensen
Date of publication
2014-03-19 10:21:43
Maintainer
Anders Chr. Jensen <anders@math.ku.dk>
License
GPL-3
Version
0.2.1

View on CRAN

Man pages

BBSim
Function for simulation of p dimensional Brownian bridge
BIPOD-package
Bayesian parameter estimation in two-dimensional diffusion...
DiffSim
Simulation of a 2-dimensional diffusion process. See the...
Estfun
Parameter estimation for some two dimensional diffusions.
plot.BIPOD
Plot function for class BIPOD
ShowModels
Prints form of supported stochastic differential equations

Files in this package

BIPOD
BIPOD/src
BIPOD/src/Makevars
BIPOD/src/BBSim.cpp
BIPOD/src/PostDistDrift.h
BIPOD/src/MvrNorm.h
BIPOD/src/OUdrift.h
BIPOD/src/maincode.h
BIPOD/src/DiffSim.cpp
BIPOD/src/FHN5drift.h
BIPOD/src/BBSimInt.h
BIPOD/src/Estfun.cpp
BIPOD/src/Makevars.win
BIPOD/src/FHNdrift.h
BIPOD/src/driftfun.h
BIPOD/src/CIRdrift.h
BIPOD/src/Radon.h
BIPOD/NAMESPACE
BIPOD/R
BIPOD/R/plot.BIPOD.r
BIPOD/R/DiffSim.r
BIPOD/R/Estfun.r
BIPOD/R/BBSim.r
BIPOD/R/ShowModels.r
BIPOD/MD5
BIPOD/DESCRIPTION
BIPOD/man
BIPOD/man/BBSim.Rd
BIPOD/man/Estfun.Rd
BIPOD/man/ShowModels.Rd
BIPOD/man/DiffSim.Rd
BIPOD/man/plot.BIPOD.Rd
BIPOD/man/BIPOD-package.Rd