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

In mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models

Description

Validation of the chosen model. For the index numj, Mrep=100 new trajectories are simulated with the value of the estimated random effect number numj. Two plots are given: on the left the simulated trajectories and the true one (red) and one the left the corresponding qq-plot for each time.

Usage

## S4 method for signature 'Bayes.fit'
valid(x, Mrep = 100, newwindow = FALSE,
  plot.valid = TRUE, numj, ...)

Arguments

x	Bayes.fit class
Mrep	number of trajectories to be drawn
newwindow	logical(1), if TRUE, a new window is opened for the plot
plot.valid	logical(1), if TRUE, the results are depicted grafically
numj	optional number of series to be validated
...	optional plot parameters

References

Dion, C., Hermann, S. and Samson, A. (2016). Mixedsde: a R package to fit mixed stochastic differential equations.

mixedsde documentation built on May 1, 2019, 7:33 p.m.