DiffusionRgqd: Inference and Analysis for Generalized Quadratic Diffusions
Version 0.1.3

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.

Browse man pages Browse package API and functions Browse package files

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
URL https://github.com/eta21
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("DiffusionRgqd")

Man pages

BiGQD.density: Generate the Transition Density of a Bivariate Generalized...
BiGQD.mcmc: MCMC Inference on Bivariate Generalized Quadratic Diffusions...
BiGQD.mle: Calculate Maximum Likelihood Estimates for a 2D GQD Model.
DiffusionRgqd-package: A package for Performing Inference and Analysis on...
fpt.sim.times: Simulated First Passage Times for a Time-Inhomogeneous...
GQD.aic: Summarize MLE Selection Output for a List of GQD.mle or...
GQD.density: Generate the Transition Density of a Scalar Generalized...
GQD.dic: Summarize MCMC Selection Output for a List of GQD.mcmc or...
GQD.estimates: Extract Parmaeter Estimates from '.mle()' or '.mcmc()'...
GQD.mcmc: MCMC Inference on Generalized Quadratic Diffusion Models...
GQD.mle: MLEs for Generalized Quadratic Diffusion Models (GQDs).
GQD.passage: Calculate the First Passage Time Density of a...
GQD.plot: Quick Plots for DiffusionRgqd Objects
GQD.remove: Remove the Coefficients of a GQD Model.
GQD.TIpassage: Compute the First Passage Time Density of a GQD With Time...
junkfunction: A Junk Funktion For Build Purposes
SDEsim1: A Simulated Diffusion with Sinusoidal Drift and...
SDEsim2: A Simulated Non-Linear Bivariate Diffusion
SDEsim3: Simulated Stochastic Lotka-Volterra Eqns
SDEsim4: A Simulated Non-Linear Bivariate Diffusion With...
SDEsim5: Simulated First Passage Times for a Time-Inhomogeneous...
SDEsim6: Simulated First Passage Times for a Time-Inhomogeneous...

Functions

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

Files

inst
inst/CITATION
inst/doc
inst/doc/DiffusionRgqd_Paper.pdf
inst/doc/Part_3_Performing_Inference.html
inst/doc/Part_2_Transition_Densities.html
inst/doc/DiffusionRgqd_RepMaterials.html
inst/doc/Part_4_First_Passage_Times.html.asis
inst/doc/desktop.ini
inst/doc/DiffusionRgqd_Paper.pdf.asis
inst/doc/DiffusionRgqd_RepMaterials.html.asis
inst/doc/Part_1_Introduction.html.asis
inst/doc/Part_4_First_Passage_Times.html
inst/doc/Part_1_Introduction.html
inst/doc/Part_2_Transition_Densities.html.asis
inst/doc/Part_3_Performing_Inference.html.asis
src
src/junkfunction.cpp
src/Makevars
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
demo
demo/first.passage.r
demo/00Index
demo/transition.density.r
NEWS.md
data
data/SDEsim4.txt
data/SDEsim1.txt
data/SDEsim2.txt
data/SDEsim5.txt
data/SDEsim6.RData
data/SDEsim3.txt
R
R/GQD.mle.R
R/GQD.remove.R
R/BiGQD.mcmc.R
R/GQD.density.R
R/GQD.plot.R
R/BiGQD.density.R
R/GQD.dic.R
R/BiGQD.mle.R
R/RcppExports.R
R/GQD.mcmc.R
R/GQD.TIpassage.R
R/GQD.estimates.R
R/GQD.passage.R
R/GQD.aic.R
vignettes
vignettes/bibliography.bib
vignettes/Part_4_First_Passage_Times.html.asis
vignettes/DiffusionRgqd_Paper.pdf.asis
vignettes/DiffusionRgqd_RepMaterials.html.asis
vignettes/Part_1_Introduction.html.asis
vignettes/Part_2_Transition_Densities.html.asis
vignettes/Part_3_Performing_Inference.html.asis
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/figures
man/figures/SDEsim5.png
man/figures/BivEqn3.png
man/figures/TransDens1.pdf
man/figures/ScalarEqn2.png
man/figures/BivEqn2.png
man/figures/ScalarEqn1.png
man/figures/BivEqn1.png
man/figures/ScalarEqn3.png
man/figures/TransDens1.png
man/figures/TransDens2.pdf
man/figures/TransDens2.png
man/figures/GQDeqn.png
man/SDEsim3.Rd
man/SDEsim4.Rd
man/GQD.dic.Rd
man/BiGQD.mcmc.Rd
man/SDEsim6.Rd
man/GQD.passage.Rd
man/SDEsim1.Rd
man/GQD.plot.Rd
man/fpt.sim.times.Rd
man/BiGQD.mle.Rd
man/GQD.aic.Rd
man/GQD.mcmc.Rd
man/junkfunction.Rd
man/GQD.remove.Rd
man/SDEsim5.Rd
man/SDEsim2.Rd
man/BiGQD.density.Rd
man/GQD.mle.Rd
man/DiffusionRgqd-package.Rd
man/GQD.estimates.Rd
man/GQD.density.Rd
man/GQD.TIpassage.Rd
DiffusionRgqd documentation built on May 19, 2017, 2:16 p.m.