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.

Package details

AuthorRomain Azais
Date of publication2014-11-26 18:53:19
MaintainerRomain Azais <[email protected]>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("EstSimPDMP")

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EstSimPDMP documentation built on May 30, 2017, 7:27 a.m.