alphaToA | Valid drift matrices for the Ornstein-Uhlenbeck diffusion in... |
approxMleWn1D | Approximate MLE of the WN diffusion in 1D |
approxMleWn2D | Approximate MLE of the WN diffusion in 2D |
approxMleWnPairs | Approximate MLE of the WN diffusion in 2D from a sample of... |
crankNicolson1D | Crank-Nicolson finite difference scheme for the 1D... |
crankNicolson2D | Crank-Nicolson finite difference scheme for the 2D... |
dBvm | Bivariate Sine von Mises density |
diffCirc | Lagged differences for circular time series |
dJp | Jones and Pewsey (2005)'s circular distribution |
dPsTpd | Wrapped Euler and Shoji-Ozaki pseudo-transition probability... |
driftJp | Drift for the JP diffusion |
driftMixIndVm | Drift for the mivM diffusion |
driftMixVm | Drift for the mivM diffusion (circular case) |
driftMvm | Drift for the MvM diffusion |
driftWn | Drift for the WN diffusion |
driftWn1D | Drift of the WN diffusion in 1D |
driftWn2D | Drift of the WN diffusion in 2D |
dStatWn2D | Stationary density of a WN diffusion (with diagonal diffusion... |
dTpdMou | Transition probability density of the multivariate OU... |
dTpdOu | Transition probability density of the univariate OU diffusion |
dTpdPde1D | Transition probability density in 1D by PDE solving |
dTpdPde2D | Transition probability density in 2D by PDE solving |
dTpdWou | Conditional probability density of the WOU process |
dTpdWou1D | Approximation of the transition probability density of the WN... |
dTpdWou2D | Approximation of the transition probability density of the WN... |
dTvm | Mixtures of toroidal von Mises densities |
dVm | Density of the von Mises |
dWn1D | WN density in 1D |
euler1D | Simulation of trajectories of the WN or vM diffusion in 1D |
euler2D | Simulation of trajectories of the WN or MvM diffusion in 2D |
kIndex | Utilities for conversion between row-column indexing and... |
linesCirc | Lines and arrows with vertical wrapping |
linesTorus | Lines and arrows with wrapping in the torus |
linesTorus3d | Lines and arrows with wrapping in the torus |
logBesselI0Scaled | Efficient computation of Bessel related functions |
logLikWouPairs | Loglikelihood of WN in 2D when only the initial and final... |
matMatch | Matching of matrices |
mcTorusIntegrate | Monte Carlo integration on the torus |
mleMou | Maximum likelihood estimation of the multivariate OU... |
mleOptimWrapper | Optimization wrapper for likelihood-based procedures |
mleOu | Maximum likelihood estimation of the OU diffusion |
mlePde1D | MLE for toroidal process via PDE solving in 1D |
mlePde2D | MLE for toroidal process via PDE solving in 2D |
periodicTrapRule1D | Quadrature rules in 1D, 2D and 3D |
plotSurface2D | Contour plot of a 2D surface |
plotSurface3D | Visualization of a 3D surface |
psMle | Maximum pseudo-likelihood estimation by wrapped... |
repRow | Replication of rows and columns |
rStatWn2D | Simulation from the stationary density of a WN diffusion in... |
rTpdWn2D | Simulation from the approximated transition distribution of a... |
rTrajLangevin | Simulation of trajectories of a Langevin diffusion |
rTrajMou | Simulation of trajectories for the multivariate OU diffusion |
rTrajOu | Simulation of trajectories for the univariate OU diffusion |
rTrajWn1D | Simulation of trajectories for the WN diffusion in 1D |
rTrajWn2D | Simulation of trajectories for the WN diffusion in 2D |
safeSoftMax | Safe softmax function for computing weights |
scoreMatchWnBvm | Score and moment matching of a univariate or bivariate... |
sdetorus | sdetorus - Statistical Tools for Toroidal Diffusions |
sigmaDiff | High-frequency estimate of the diffusion matrix |
solveTridiag | Thomas algorithm for solving tridiagonal matrix systems, with... |
stepAheadWn1D | Multiple simulation of trajectory ends of the WN or vM... |
stepAheadWn2D | Multiple simulation of trajectory ends of the WN or MvM... |
toPiInt | Wrapping of radians to its principal values |
torusAxis | Draws pretty axis labels for circular variables |
torusAxis3d | Draws pretty axis labels for circular variables |
unwrapCircSeries | Unwrapping of circular time series |
weightsLinearInterp1D | Weights for linear interpolation in 1D and 2D |
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