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.

Author
Etienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb]
Date of publication
2016-08-26 09:36:56
Maintainer
Etienne A.D. Pienaar <etiennead@gmail.com>
License
GPL (>= 2)
Version
0.1.3
URLs

View on CRAN

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...

Files in this package

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