mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models

Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function.

AuthorCharlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut]
Date of publication2016-07-12 07:49:43
MaintainerCharlotte Dion <charlotte.dion1@gmail.com>
LicenseGPL (>= 2)

View on CRAN

Man pages

ad.propSd: Adaptation For The Proposal Variance

ad.propSd_random: Adaptation For The Proposal Variance

Bayes.fit-class: S4 class for the Bayesian estimation results

BayesianNormal: Bayesian Estimation In Mixed Stochastic Differential...

Bayes.pred-class: S4 class for the Bayesian prediction results

bx: Computation Of The Drift Coefficient

chain2samples: Removing Of Burn-in Phase And Thinning

dcCIR2: Likelihood Function For The CIR Model

diagnostic: Calcucation Of Burn-in Phase And Thinning Rate

discr: Simulation Of Random Variables

eigenvaluesV: Matrix Of Eigenvalues Of A List Of Symetric Matrices

EstParamNormal: Maximization Of The Log Likelihood In Mixed Stochastic...

Freq.fit-class: S4 class for the frequentist estimation results

likelihoodNormal: Computation Of The Log Likelihood In Mixed Stochastic...

likelihoodNormalestimfix: Likelihood Function When The Fixed Effect Is Estimated

mixedsde.fit: Estimation Of The Random Effects In Mixed Stochastic...

mixedsde-package: Density estimation in mixed stochastic differential models

mixedsde.sim: Simulation Of A Mixed Stochastic Differential Equation

mixture.sim: Simulation Of A Mixture Of Two Normal Or Gamma Distributions

neuronal.data: Trajectories Interspike Of A Single Neuron Of A Ginea Pig

out: Transfers the class object to a list

plot2compare: Comparing plot method

plot2compare-Bayes.fit-method: Comparing plot method plot2compare for three Bayesian...

plot2compare-Bayes.pred-method: Comparing plot method plot2compare for three Bayesian...

plot-Bayes.fit-ANY-method: Plot method for the Bayesian estimation class object

plot-Bayes.pred-ANY-method: Plot method for the Bayesian prediction class object

plot-Freq.fit-ANY-method: Plot method for the frequentist estimation class object

pred: Prediction method

pred-Bayes.fit-method: Bayesian prediction method for a class object Bayes.fit

pred-Freq.fit-method: Prediction method for the Freq.fit class object

print-Bayes.fit-method: Print of acceptance rates of the MH steps

print-Freq.fit-method: Description of print

summary-Bayes.fit-method: Short summary of the results of class object Bayes.fit

summary-Freq.fit-method: Short summary of the results of class object Freq.fit

UV: Computation Of The Sufficient Statistics

valid: Validation of the chosen model.

valid-Bayes.fit-method: Validation of the chosen model.

valid-Freq.fit-method: Validation of the chosen model.

Files in this package

mixedsde/R/UV.R mixedsde/R/bx.R mixedsde/R/mixedsde.sim.R mixedsde/R/BayesianNormal.R mixedsde/R/mixedsde.fit.R mixedsde/R/eigenvaluesV.R mixedsde/R/mixture.sim.R mixedsde/R/simu.randomvariable.R mixedsde/R/EstParamNormal.R mixedsde/R/likelihoodNormal.R
mixedsde/man/print-Freq.fit-method.Rd mixedsde/man/out.Rd mixedsde/man/Bayes.fit-class.Rd mixedsde/man/valid.Rd mixedsde/man/mixedsde.fit.Rd mixedsde/man/plot-Freq.fit-ANY-method.Rd mixedsde/man/dcCIR2.Rd mixedsde/man/valid-Bayes.fit-method.Rd mixedsde/man/eigenvaluesV.Rd mixedsde/man/likelihoodNormal.Rd mixedsde/man/pred-Bayes.fit-method.Rd mixedsde/man/summary-Bayes.fit-method.Rd mixedsde/man/plot2compare-Bayes.fit-method.Rd mixedsde/man/likelihoodNormalestimfix.Rd mixedsde/man/ad.propSd.Rd mixedsde/man/mixture.sim.Rd mixedsde/man/plot2compare.Rd mixedsde/man/pred.Rd mixedsde/man/chain2samples.Rd mixedsde/man/ad.propSd_random.Rd mixedsde/man/discr.Rd mixedsde/man/valid-Freq.fit-method.Rd mixedsde/man/Bayes.pred-class.Rd mixedsde/man/neuronal.data.Rd mixedsde/man/pred-Freq.fit-method.Rd mixedsde/man/mixedsde-package.Rd mixedsde/man/bx.Rd mixedsde/man/mixedsde.sim.Rd mixedsde/man/UV.Rd mixedsde/man/BayesianNormal.Rd mixedsde/man/EstParamNormal.Rd mixedsde/man/summary-Freq.fit-method.Rd mixedsde/man/plot-Bayes.pred-ANY-method.Rd mixedsde/man/Freq.fit-class.Rd mixedsde/man/print-Bayes.fit-method.Rd mixedsde/man/plot-Bayes.fit-ANY-method.Rd mixedsde/man/diagnostic.Rd mixedsde/man/plot2compare-Bayes.pred-method.Rd

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