EstSimPDMP: Estimation and Simulation for PDMPs

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.

Author
Romain Azais
Date of publication
2014-11-26 18:53:19
Maintainer
Romain Azais <romain.azais@gmail.com>
License
GPL (>= 2)
Version
1.2

View on CRAN

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...

Files in this package

EstSimPDMP
EstSimPDMP/NAMESPACE
EstSimPDMP/R
EstSimPDMP/R/Simu.PDMP.DC.R
EstSimPDMP/R/CondPdf.DC.interval.R
EstSimPDMP/R/CondPdf.DC.R
EstSimPDMP/R/CHR.R
EstSimPDMP/R/CondPdf.CC.interval.R
EstSimPDMP/R/Simu.HR.R
EstSimPDMP/R/Simu.Cond.HR.R
EstSimPDMP/R/plotCHR.R
EstSimPDMP/R/EstSimPDMP-internal.R
EstSimPDMP/R/Simu.PDMP.R
EstSimPDMP/R/plotHR.R
EstSimPDMP/R/HR.R
EstSimPDMP/MD5
EstSimPDMP/DESCRIPTION
EstSimPDMP/man
EstSimPDMP/man/CondPdf.CC.interval.Rd
EstSimPDMP/man/Simu.PDMP.Rd
EstSimPDMP/man/CondPdf.DC.interval.Rd
EstSimPDMP/man/CondPdf.DC.Rd
EstSimPDMP/man/Simu.PDMP.DC.Rd
EstSimPDMP/man/HR.Rd
EstSimPDMP/man/plotHR.Rd
EstSimPDMP/man/EstSimPDMP-package.Rd
EstSimPDMP/man/Simu.Cond.HR.Rd
EstSimPDMP/man/CHR.Rd
EstSimPDMP/man/Simu.HR.Rd
EstSimPDMP/man/plotCHR.Rd