BIPOD-package: Bayesian parameter estimation in two-dimensional diffusion...
In BIPOD: BIPOD (Bayesian Inference for Partially Observed diffusions)
Description
Details
Author(s)
References
Description
This package use data augmentation and a Gibbs sampler to sample from the joint posterior
of parameters and augmented data. The main function is 'Estfun' which
produce an object of class 'BIPOD'. See the help page for 'Estfun' for
an example.
Details
Package: BIPOD
Type: Package
Version: 0.2.1
Date: 2014-03-18
License: GPL-3
BBSim
DiffSim
Estfun
plot.BIPOD
ShowModels
Author(s)
Anders Chr. Jensen
Maintainer: Anders Chr. Jensen <anders@math.ku.dk>
References
'Importance sampling techniques for estimation of diffusion models' by
Papaspiliopoulos and Roberts, 'Statistical Methods for Stochastic
Differential Equations', Monographs on Statistics and Applied
Probability, Chapman and Hall, 2012 and
'Markov chain Monte Carlo approach to parameter estimation in the
FitzHugh-Nagumo model' by Jensen et al, Phys. Rev. E 2012.
BIPOD documentation built on May 29, 2017, 10:07 a.m.
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Description Details Author(s) References
Description
This package use data augmentation and a Gibbs sampler to sample from the joint posterior of parameters and augmented data. The main function is 'Estfun' which produce an object of class 'BIPOD'. See the help page for 'Estfun' for an example.
Details
| Package: | BIPOD |
| Type: | Package |
| Version: | 0.2.1 |
| Date: | 2014-03-18 |
| License: | GPL-3 |
BBSim DiffSim Estfun plot.BIPOD ShowModels
Author(s)
Anders Chr. Jensen
Maintainer: Anders Chr. Jensen <anders@math.ku.dk>
References
'Importance sampling techniques for estimation of diffusion models' by Papaspiliopoulos and Roberts, 'Statistical Methods for Stochastic Differential Equations', Monographs on Statistics and Applied Probability, Chapman and Hall, 2012 and 'Markov chain Monte Carlo approach to parameter estimation in the FitzHugh-Nagumo model' by Jensen et al, Phys. Rev. E 2012.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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