DiffusionRgqd: Inference and Analysis for Generalized Quadratic Diffusions

Tools for performing inference and analysis on a class of quadratic diffusion processes for both scalar and bivariate diffusion systems. For scalar diffusions, a module is provided for solving first passage time problems for both time-homogeneous and time-inhomogeneous GQDs.

AuthorEtienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb]
Date of publication2016-08-26 09:36:56
MaintainerEtienne A.D. Pienaar <etiennead@gmail.com>
LicenseGPL (>= 2)
Version0.1.3
https://github.com/eta21

View on CRAN

Functions

BiGQD.density Man page
BiGQD.mcmc Man page
BiGQD.mle Man page
DiffusionRgqd Man page
DiffusionRgqd-package Man page
fpt.sim.times Man page
GQD.aic Man page
GQD.density Man page
GQD.dic Man page
GQD.estimates Man page
GQD.mcmc Man page
GQD.mle Man page
GQD.passage Man page
GQD.plot Man page
GQD.remove Man page
GQD.TIpassage Man page
junkfunction Man page
SDEsim1 Man page
SDEsim2 Man page
SDEsim3 Man page
SDEsim4 Man page
SDEsim5 Man page
SDEsim6 Man page

Files

DiffusionRgqd
DiffusionRgqd/inst
DiffusionRgqd/inst/CITATION
DiffusionRgqd/inst/doc
DiffusionRgqd/inst/doc/DiffusionRgqd_Paper.pdf
DiffusionRgqd/inst/doc/Part_3_Performing_Inference.html
DiffusionRgqd/inst/doc/Part_2_Transition_Densities.html
DiffusionRgqd/inst/doc/DiffusionRgqd_RepMaterials.html
DiffusionRgqd/inst/doc/Part_4_First_Passage_Times.html.asis
DiffusionRgqd/inst/doc/desktop.ini
DiffusionRgqd/inst/doc/DiffusionRgqd_Paper.pdf.asis
DiffusionRgqd/inst/doc/DiffusionRgqd_RepMaterials.html.asis
DiffusionRgqd/inst/doc/Part_1_Introduction.html.asis
DiffusionRgqd/inst/doc/Part_4_First_Passage_Times.html
DiffusionRgqd/inst/doc/Part_1_Introduction.html
DiffusionRgqd/inst/doc/Part_2_Transition_Densities.html.asis
DiffusionRgqd/inst/doc/Part_3_Performing_Inference.html.asis
DiffusionRgqd/src
DiffusionRgqd/src/junkfunction.cpp
DiffusionRgqd/src/Makevars
DiffusionRgqd/src/Makevars.win
DiffusionRgqd/src/RcppExports.cpp
DiffusionRgqd/NAMESPACE
DiffusionRgqd/demo
DiffusionRgqd/demo/first.passage.r
DiffusionRgqd/demo/00Index
DiffusionRgqd/demo/transition.density.r
DiffusionRgqd/NEWS.md
DiffusionRgqd/data
DiffusionRgqd/data/SDEsim4.txt
DiffusionRgqd/data/SDEsim1.txt
DiffusionRgqd/data/SDEsim2.txt
DiffusionRgqd/data/SDEsim5.txt
DiffusionRgqd/data/SDEsim6.RData
DiffusionRgqd/data/SDEsim3.txt
DiffusionRgqd/R
DiffusionRgqd/R/GQD.mle.R DiffusionRgqd/R/GQD.remove.R DiffusionRgqd/R/BiGQD.mcmc.R DiffusionRgqd/R/GQD.density.R DiffusionRgqd/R/GQD.plot.R DiffusionRgqd/R/BiGQD.density.R DiffusionRgqd/R/GQD.dic.R DiffusionRgqd/R/BiGQD.mle.R DiffusionRgqd/R/RcppExports.R DiffusionRgqd/R/GQD.mcmc.R DiffusionRgqd/R/GQD.TIpassage.R DiffusionRgqd/R/GQD.estimates.R DiffusionRgqd/R/GQD.passage.R DiffusionRgqd/R/GQD.aic.R
DiffusionRgqd/vignettes
DiffusionRgqd/vignettes/bibliography.bib
DiffusionRgqd/vignettes/Part_4_First_Passage_Times.html.asis
DiffusionRgqd/vignettes/DiffusionRgqd_Paper.pdf.asis
DiffusionRgqd/vignettes/DiffusionRgqd_RepMaterials.html.asis
DiffusionRgqd/vignettes/Part_1_Introduction.html.asis
DiffusionRgqd/vignettes/Part_2_Transition_Densities.html.asis
DiffusionRgqd/vignettes/Part_3_Performing_Inference.html.asis
DiffusionRgqd/README.md
DiffusionRgqd/MD5
DiffusionRgqd/build
DiffusionRgqd/build/vignette.rds
DiffusionRgqd/DESCRIPTION
DiffusionRgqd/man
DiffusionRgqd/man/figures
DiffusionRgqd/man/figures/SDEsim5.png
DiffusionRgqd/man/figures/BivEqn3.png
DiffusionRgqd/man/figures/TransDens1.pdf
DiffusionRgqd/man/figures/ScalarEqn2.png
DiffusionRgqd/man/figures/BivEqn2.png
DiffusionRgqd/man/figures/ScalarEqn1.png
DiffusionRgqd/man/figures/BivEqn1.png
DiffusionRgqd/man/figures/ScalarEqn3.png
DiffusionRgqd/man/figures/TransDens1.png
DiffusionRgqd/man/figures/TransDens2.pdf
DiffusionRgqd/man/figures/TransDens2.png
DiffusionRgqd/man/figures/GQDeqn.png
DiffusionRgqd/man/SDEsim3.Rd DiffusionRgqd/man/SDEsim4.Rd DiffusionRgqd/man/GQD.dic.Rd DiffusionRgqd/man/BiGQD.mcmc.Rd DiffusionRgqd/man/SDEsim6.Rd DiffusionRgqd/man/GQD.passage.Rd DiffusionRgqd/man/SDEsim1.Rd DiffusionRgqd/man/GQD.plot.Rd DiffusionRgqd/man/fpt.sim.times.Rd DiffusionRgqd/man/BiGQD.mle.Rd DiffusionRgqd/man/GQD.aic.Rd DiffusionRgqd/man/GQD.mcmc.Rd DiffusionRgqd/man/junkfunction.Rd DiffusionRgqd/man/GQD.remove.Rd DiffusionRgqd/man/SDEsim5.Rd DiffusionRgqd/man/SDEsim2.Rd DiffusionRgqd/man/BiGQD.density.Rd DiffusionRgqd/man/GQD.mle.Rd DiffusionRgqd/man/DiffusionRgqd-package.Rd DiffusionRgqd/man/GQD.estimates.Rd DiffusionRgqd/man/GQD.density.Rd DiffusionRgqd/man/GQD.TIpassage.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.