timedelay: Time Delay Estimation for Stochastic Time Series of Gravitationally Lensed Quasars

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We provide a toolbox to estimate the time delay between the brightness time series of gravitationally lensed quasar images via Bayesian and profile likelihood approaches. The model is based on a state-space representation for irregularly observed time series data generated from a latent continuous-time Ornstein-Uhlenbeck process. Our Bayesian method adopts scientifically motivated hyper-prior distributions and a Metropolis-Hastings within Gibbs sampler, producing posterior samples of the model parameters that include the time delay. A profile likelihood of the time delay is a simple approximation to the marginal posterior distribution of the time delay. Both Bayesian and profile likelihood approaches complement each other, producing almost identical results; the Bayesian way is more principled but the profile likelihood is easier to implement.

Author
Hyungsuk Tak, Kaisey Mandel, David A. van Dyk, Vinay L. Kashyap, Xiao-Li Meng, and Aneta Siemiginowska
Date of publication
2016-11-30 02:12:10
Maintainer
Hyungsuk Tak <hyungsuk.tak@gmail.com>
License
GPL-2
Version
1.0.4

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Man pages

bayesian
Estimating the time delay via the Bayesian method
entirelogprofilelikelihood
Calculating the entire profilel likelihood curve over the...
simple
Simulated simple data of a doubly-lensed quasar
timedelay-internal
Internal 'bayesian' functions
timedelay-package
Time Delay Estimation for Stochastic Time Series of...

Files in this package

timedelay
timedelay/NAMESPACE
timedelay/data
timedelay/data/simple.RData
timedelay/R
timedelay/R/bayesian.R
timedelay/R/entirelogprofilelikelihood.R
timedelay/MD5
timedelay/DESCRIPTION
timedelay/man
timedelay/man/timedelay-internal.Rd
timedelay/man/entirelogprofilelikelihood.Rd
timedelay/man/bayesian.Rd
timedelay/man/timedelay-package.Rd
timedelay/man/simple.Rd