EstSimPDMP: Estimation and Simulation for PDMPs
Version 1.2

This package deals with the estimation of the jump rate for piecewise-deterministic Markov processes (PDMPs), from only one observation of the process within a long time. The main functions provide an estimate of this function. The state space may be discrete or continuous. The associated paper has been published in Scandinavian Journal of Statistics and is given in references. Other functions provide a method to simulate random variables from their (conditional) hazard rate, and then to simulate PDMPs.

Browse man pages Browse package API and functions Browse package files

AuthorRomain Azais
Date of publication2014-11-26 18:53:19
MaintainerRomain Azais <romain.azais@gmail.com>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("EstSimPDMP")

Man pages

CHR: Nelson-Aalen estimator
CondPdf.CC.interval: Estimation of the density associated to the jump rate for...
CondPdf.DC: Estimation of the density associated to the jump rate for...
CondPdf.DC.interval: Estimation of the density associated to the jump rate for...
EstSimPDMP-package: Nonparametric estimation of the jump rate and simulation for...
HR: Estimator of the hazard rate function by a kernel method
plotCHR: Plot the Nelson-Aalen estimator
plotHR: Plot the estimator of the hazard rate computed by the...
Simu.Cond.HR: Simulation of random variables from their conditional hazard...
Simu.HR: Simulation of random variables from their hazard rate...
Simu.PDMP: Simulation of a piecewise-deterministic Markov process with...
Simu.PDMP.DC: Simulation of a piecewise-deterministic Markov process with...

Functions

CHR Man page Source code
CondPdf.CC.interval Man page Source code
CondPdf.DC Man page Source code
CondPdf.DC.interval Man page Source code
CondSurv Source code
EstSimPDMP Man page
EstSimPDMP-package Man page
HR Man page Source code
InvYn Source code
InvYnBis Source code
JumpRate Source code
JumpRate.DC Source code
Simu.Cond.HR Man page Source code
Simu.HR Man page Source code
Simu.PDMP Man page Source code
Simu.PDMP.DC Man page Source code
Transition Source code
Transition.DC Source code
Tri1 Source code
Tri2 Source code
ker Source code
plotCHR Man page Source code
plotHR Man page Source code
tstar Source code
tstar.DC Source code

Files

NAMESPACE
R
R/Simu.PDMP.DC.R
R/CondPdf.DC.interval.R
R/CondPdf.DC.R
R/CHR.R
R/CondPdf.CC.interval.R
R/Simu.HR.R
R/Simu.Cond.HR.R
R/plotCHR.R
R/EstSimPDMP-internal.R
R/Simu.PDMP.R
R/plotHR.R
R/HR.R
MD5
DESCRIPTION
man
man/CondPdf.CC.interval.Rd
man/Simu.PDMP.Rd
man/CondPdf.DC.interval.Rd
man/CondPdf.DC.Rd
man/Simu.PDMP.DC.Rd
man/HR.Rd
man/plotHR.Rd
man/EstSimPDMP-package.Rd
man/Simu.Cond.HR.Rd
man/CHR.Rd
man/Simu.HR.Rd
man/plotCHR.Rd
EstSimPDMP documentation built on May 20, 2017, 5:13 a.m.