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

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

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

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