mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models
Version 2.0

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)
Version2.0
URL https://cran.r-project.org/package=mixedsde
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mixedsde")

Getting started

Package overview
README.md

Popular man pages

BayesianNormal: Bayesian Estimation In Mixed Stochastic Differential...
bx: Computation Of The Drift Coefficient
dcCIR2: Likelihood Function For The CIR Model
diagnostic: Calcucation Of Burn-in Phase And Thinning Rate
EstParamNormal: Maximization Of The Log Likelihood In Mixed Stochastic...
valid: Validation of the chosen model.
valid-Bayes.fit-method: Validation of the chosen model.
See all...

All man pages Function index File listing

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.

Functions

Bayes.fit-class Man page
Bayes.pred-class Man page
BayesianNormal Man page Source code
EstParamNormal Man page Source code
Freq.fit-class Man page
UV Man page Source code
ad.propSd Man page Source code
ad.propSd_random Man page Source code
bx Man page Source code
chain2samples Man page Source code
dcCIR2 Man page Source code
diagnostic Man page Source code
discr Man page Source code
eigenvaluesV Man page Source code
likelihoodNormal Man page Source code
likelihoodNormalestimfix Man page Source code
mixedsde Man page
mixedsde-package Man page
mixedsde.fit Man page Source code
mixedsde.sim Man page Source code
mixture.sim Man page Source code
neuronal.data Man page
out Man page Source code
plot,Bayes.fit,ANY-method Man page
plot,Bayes.pred,ANY-method Man page
plot,Freq.fit,ANY-method Man page
plot2compare Man page
plot2compare,Bayes.fit-method Man page
plot2compare,Bayes.pred-method Man page
pred Man page
pred,Bayes.fit-method Man page
pred,Freq.fit-method Man page
print,Bayes.fit-method Man page
print,Freq.fit-method Man page
summary,Bayes.fit-method Man page
summary,Freq.fit-method Man page
valid Man page
valid,Bayes.fit-method Man page
valid,Freq.fit-method Man page

Files

NAMESPACE
data
data/neuronal.data.rda
R
R/UV.R
R/bx.R
R/mixedsde.sim.R
R/BayesianNormal.R
R/mixedsde.fit.R
R/eigenvaluesV.R
R/mixture.sim.R
R/simu.randomvariable.R
R/EstParamNormal.R
R/likelihoodNormal.R
README.md
MD5
DESCRIPTION
man
man/print-Freq.fit-method.Rd
man/out.Rd
man/Bayes.fit-class.Rd
man/valid.Rd
man/mixedsde.fit.Rd
man/plot-Freq.fit-ANY-method.Rd
man/dcCIR2.Rd
man/valid-Bayes.fit-method.Rd
man/eigenvaluesV.Rd
man/likelihoodNormal.Rd
man/pred-Bayes.fit-method.Rd
man/summary-Bayes.fit-method.Rd
man/plot2compare-Bayes.fit-method.Rd
man/likelihoodNormalestimfix.Rd
man/ad.propSd.Rd
man/mixture.sim.Rd
man/plot2compare.Rd
man/pred.Rd
man/chain2samples.Rd
man/ad.propSd_random.Rd
man/discr.Rd
man/valid-Freq.fit-method.Rd
man/Bayes.pred-class.Rd
man/neuronal.data.Rd
man/pred-Freq.fit-method.Rd
man/mixedsde-package.Rd
man/bx.Rd
man/mixedsde.sim.Rd
man/UV.Rd
man/BayesianNormal.Rd
man/EstParamNormal.Rd
man/summary-Freq.fit-method.Rd
man/plot-Bayes.pred-ANY-method.Rd
man/Freq.fit-class.Rd
man/print-Bayes.fit-method.Rd
man/plot-Bayes.fit-ANY-method.Rd
man/diagnostic.Rd
man/plot2compare-Bayes.pred-method.Rd
mixedsde documentation built on May 19, 2017, 7:22 p.m.

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