DiffusionRimp: Inference and Analysis for Diffusion Processes via Data Imputation and Method of Lines

Tools for performing inference and analysis using a data-imputation scheme and the method of lines.

Author
Etienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb]
Date of publication
2016-08-24 18:38:24
Maintainer
Etienne A.D. Pienaar <etiennead@gmail.com>
License
GPL (>= 2)
Version
0.1.2
URLs

View on CRAN

Man pages

BiMOL.aic
Calculate a Pseudo AIC Value for a Bivariate Diffusion Model...
BiMOL.density
Approximate the Transition Density of a Bivariate Diffusion...
BiMOL.passage
Approximate the First Passage Time Density of a Four-Barrier...
BiRS.impute
Brownian Bridge Data Imputation for Bivariate Diffusion...
DiffusionRimp-package
Data-imputation and density approximations for diffusion...
DoubleWell
Simulted Double Well with Shifting Modality
junkfunction3
A Junk Funktion For Build Purposes
MOL.aic
Calculate a Pseudo AIC Value for a Diffusion Model via the...
MOL.density
Approximate the Transition Density of a Scalar Diffusion with...
MOL.passage
Approximate the First Passage Time Density of a Two-Barrier...
MOL.plot
Quick Plots for DiffusionRimp Objects
RS.estimates
Extract Parmaeter Estimates from '.impute()' Objects.
RS.impute
Brownian Bridge Data Imputation for Scalar Diffusion...
TiCIR
Simulated Bivariate Time In-Homogeneous CIR process.

Files in this package

DiffusionRimp
DiffusionRimp/inst
DiffusionRimp/inst/CITATION
DiffusionRimp/inst/doc
DiffusionRimp/inst/doc/Part_3_First_Passage_Times.html.asis
DiffusionRimp/inst/doc/Part_1_Introduction.R
DiffusionRimp/inst/doc/Part_2_Transition_Densities.html
DiffusionRimp/inst/doc/Part_1_Introduction.html.asis
DiffusionRimp/inst/doc/Part_1_Introduction.html
DiffusionRimp/inst/doc/Part_2_Transition_Densities.html.asis
DiffusionRimp/inst/doc/Part_3_First_Passage_Times.html
DiffusionRimp/src
DiffusionRimp/src/junkfunction3.cpp
DiffusionRimp/src/RcppExports.cpp
DiffusionRimp/NAMESPACE
DiffusionRimp/NEWS.md
DiffusionRimp/data
DiffusionRimp/data/DoubleWell.txt
DiffusionRimp/data/TiCIR.txt
DiffusionRimp/R
DiffusionRimp/R/RS.impute.R
DiffusionRimp/R/BiMOL.passage.R
DiffusionRimp/R/MOL.aic.R
DiffusionRimp/R/RS.estimates.R
DiffusionRimp/R/MOL.plot.R
DiffusionRimp/R/RcppExports.R
DiffusionRimp/R/MOL.passage.R
DiffusionRimp/R/BiMOL.aic.R
DiffusionRimp/R/BiRS.impute.R
DiffusionRimp/R/MOL.density.R
DiffusionRimp/R/BiMOL.density.R
DiffusionRimp/vignettes
DiffusionRimp/vignettes/Part_2_Transition_Densities_files
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-5-4.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-4-4.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-4-3.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-5-3.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-3-2.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-5-5.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-1-1.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-5-2.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-4-2.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-2-1.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-4-1.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-3-1.png
DiffusionRimp/vignettes/Part_2_Transition_Densities_files/figure-html/unnamed-chunk-5-1.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times.html.asis
DiffusionRimp/vignettes/bibliography.bib
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-3-2.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-2-4.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-1-1.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-2-6.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-1-2.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-3-3.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-2-1.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-4-1.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-2-3.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-3-4.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-2-2.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-3-1.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-2-7.png
DiffusionRimp/vignettes/Part_3_First_Passage_Times_files/figure-html/unnamed-chunk-2-5.png
DiffusionRimp/vignettes/Part_1_Introduction.html.asis
DiffusionRimp/vignettes/Part_1_Introduction_files
DiffusionRimp/vignettes/Part_1_Introduction_files/figure-html
DiffusionRimp/vignettes/Part_1_Introduction_files/figure-html/unnamed-chunk-3-1.png
DiffusionRimp/vignettes/Part_2_Transition_Densities.html.asis
DiffusionRimp/README.md
DiffusionRimp/MD5
DiffusionRimp/build
DiffusionRimp/build/vignette.rds
DiffusionRimp/DESCRIPTION
DiffusionRimp/man
DiffusionRimp/man/MOL.density.Rd
DiffusionRimp/man/junkfunction3.Rd
DiffusionRimp/man/MOL.passage.Rd
DiffusionRimp/man/MOL.plot.Rd
DiffusionRimp/man/BiMOL.density.Rd
DiffusionRimp/man/RS.estimates.Rd
DiffusionRimp/man/MOL.aic.Rd
DiffusionRimp/man/BiRS.impute.Rd
DiffusionRimp/man/DoubleWell.Rd
DiffusionRimp/man/BiMOL.passage.Rd
DiffusionRimp/man/RS.impute.Rd
DiffusionRimp/man/BiMOL.aic.Rd
DiffusionRimp/man/DiffusionRimp-package.Rd
DiffusionRimp/man/TiCIR.Rd