Man pages for sdetorus
Statistical Tools for Toroidal Diffusions

alphaToAValid drift matrices for the Ornstein-Uhlenbeck diffusion in...
approxMleWn1DApproximate MLE of the WN diffusion in 1D
approxMleWn2DApproximate MLE of the WN diffusion in 2D
approxMleWnPairsApproximate MLE of the WN diffusion in 2D from a sample of...
crankNicolson1DCrank-Nicolson finite difference scheme for the 1D...
crankNicolson2DCrank-Nicolson finite difference scheme for the 2D...
dBvmBivariate Sine von Mises density
diffCircLagged differences for circular time series
dJpJones and Pewsey (2005)'s circular distribution
dPsTpdWrapped Euler and Shoji-Ozaki pseudo-transition probability...
driftJpDrift for the JP diffusion
driftMixIndVmDrift for the mivM diffusion
driftMixVmDrift for the mivM diffusion (circular case)
driftMvmDrift for the MvM diffusion
driftWnDrift for the WN diffusion
driftWn1DDrift of the WN diffusion in 1D
driftWn2DDrift of the WN diffusion in 2D
dStatWn2DStationary density of a WN diffusion (with diagonal diffusion...
dTpdMouTransition probability density of the multivariate OU...
dTpdOuTransition probability density of the univariate OU diffusion
dTpdPde1DTransition probability density in 1D by PDE solving
dTpdPde2DTransition probability density in 2D by PDE solving
dTpdWouConditional probability density of the WOU process
dTpdWou1DApproximation of the transition probability density of the WN...
dTpdWou2DApproximation of the transition probability density of the WN...
dTvmMixtures of toroidal von Mises densities
dVmDensity of the von Mises
dWn1DWN density in 1D
euler1DSimulation of trajectories of the WN or vM diffusion in 1D
euler2DSimulation of trajectories of the WN or MvM diffusion in 2D
kIndexUtilities for conversion between row-column indexing and...
linesCircLines and arrows with vertical wrapping
linesTorusLines and arrows with wrapping in the torus
linesTorus3dLines and arrows with wrapping in the torus
logBesselI0ScaledEfficient computation of Bessel related functions
logLikWouPairsLoglikelihood of WN in 2D when only the initial and final...
matMatchMatching of matrices
mcTorusIntegrateMonte Carlo integration on the torus
mleMouMaximum likelihood estimation of the multivariate OU...
mleOptimWrapperOptimization wrapper for likelihood-based procedures
mleOuMaximum likelihood estimation of the OU diffusion
mlePde1DMLE for toroidal process via PDE solving in 1D
mlePde2DMLE for toroidal process via PDE solving in 2D
periodicTrapRule1DQuadrature rules in 1D, 2D and 3D
plotSurface2DContour plot of a 2D surface
plotSurface3DVisualization of a 3D surface
psMleMaximum pseudo-likelihood estimation by wrapped...
repRowReplication of rows and columns
rStatWn2DSimulation from the stationary density of a WN diffusion in...
rTpdWn2DSimulation from the approximated transition distribution of a...
rTrajLangevinSimulation of trajectories of a Langevin diffusion
rTrajMouSimulation of trajectories for the multivariate OU diffusion
rTrajOuSimulation of trajectories for the univariate OU diffusion
rTrajWn1DSimulation of trajectories for the WN diffusion in 1D
rTrajWn2DSimulation of trajectories for the WN diffusion in 2D
safeSoftMaxSafe softmax function for computing weights
scoreMatchWnBvmScore and moment matching of a univariate or bivariate...
sdetorussdetorus - Statistical Tools for Toroidal Diffusions
sigmaDiffHigh-frequency estimate of the diffusion matrix
solveTridiagThomas algorithm for solving tridiagonal matrix systems, with...
stepAheadWn1DMultiple simulation of trajectory ends of the WN or vM...
stepAheadWn2DMultiple simulation of trajectory ends of the WN or MvM...
toPiIntWrapping of radians to its principal values
torusAxisDraws pretty axis labels for circular variables
torusAxis3dDraws pretty axis labels for circular variables
unwrapCircSeriesUnwrapping of circular time series
weightsLinearInterp1DWeights for linear interpolation in 1D and 2D
sdetorus documentation built on Aug. 21, 2023, 1:08 a.m.