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.

Package details

AuthorGiles Hooker <>, Luo Xiao <>, James Ramsay <>
MaintainerGiles Hooker <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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CollocInfer documentation built on May 2, 2019, 4:03 a.m.