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CollocInfer: Collocation Inference for Dynamic Systems
These functions implement collocation-inference for continuous-time and discrete-time stochastic processes. They provide model-based smoothing, gradient-matching, generalized profiling and forwards prediction error methods.
Getting started
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Package details |
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| Author | Giles Hooker [aut, cre], Luo Xiao [aut], James Ramsay [ctb] |
| Maintainer | Giles Hooker <ghooker@wharton.upenn.edu> |
| License | GPL (>= 2) |
| Version | 1.0.5 |
| URL | http://www.gileshooker.com |
| Package repository | View on CRAN |
| Installation |
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