mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models

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

Author
Charlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut]
Date of publication
2016-07-12 07:49:43
Maintainer
Charlotte Dion <charlotte.dion1@gmail.com>
License
GPL (>= 2)
Version
2.0
URLs

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
mixedsde/NAMESPACE
mixedsde/data
mixedsde/data/neuronal.data.rda
mixedsde/R
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/README.md
mixedsde/MD5
mixedsde/DESCRIPTION
mixedsde/man
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