Aleks1123/PCODE: Estimation of an Ordinary Differential Equation Model by Parameter Cascade Method

An implementation of the parameter cascade method Ramsay, J. O., Hooker,G., Campbell, D., and Cao, J. (2007) <doi:10.1111/j.1467-9868.2007.00610.x> for estimating ordinary differential equation models with missing or complete observations. It combines smoothing method and profile estimation to estimate any non-linear dynamic system. The package also offers variance estimates for parameters of interest based on either bootstrap or Delta method.

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Aleks1123/PCODE documentation built on Nov. 24, 2019, 7:50 p.m.