Man pages for SimoneHermann/BaPreStoPro
Bayesian Prediction of Stochastic Processes
| ad.propSd | Adaptation of proposal standard deviation |
| BaPreStoPro-package | Bayesian Prediction of Stochastic Processes |
| class.to.list | Builds a list from class object |
| diagnostic | Calculation of a proposal for burn-in phase and thinning rate |
| Diffusion-class | S4 class of model informations for diffusion process |
| dNtoTimes | Transformation of NHPP variables to event times |
| estimate | Bayesian estimation |
| estimate-Diffusion-method | Estimation for diffusion process |
| estimate-hiddenDiffusion-method | Estimation for hidden diffusion process |
| estimate-hiddenmixedDiffusion-method | Estimation for hierarchical (mixed) hidden diffusion process |
| estimate-jumpDiffusion-method | Estimation for jump diffusion process |
| estimate-jumpRegression-method | Estimation for regression model dependent on Poisson process |
| estimate-Merton-method | Estimation for jump diffusion process |
| estimate-mixedDiffusion-method | Estimation for hierarchical (mixed) diffusion model |
| estimate-mixedRegression-method | Estimation for the hierarchical (mixed) regression model |
| estimate-NHPP-method | Estimation for a non-homogeneous Poisson process |
| estimate-Regression-method | Estimation for regression model |
| hiddenDiffusion-class | S4 class of model informations for hidden diffusion process |
| hiddenmixedDiffusion-class | S4 class of model informations for hierarchical (mixed)... |
| InvMethod | Inversion Method |
| jumpDiffusion-class | S4 class of model informations for the jump diffusion process |
| jumpRegression-class | S4 class of model informations for the jump regression model |
| Merton-class | S4 class of model informations for a special jump diffusion... |
| mixedDiffusion-class | S4 class of model informations for hierarchical (mixed)... |
| mixedRegression-class | S4 class of model informations for the hierarchical (mixed)... |
| NHPP-class | S4 class of model informations for non-homogeneous Poisson... |
| plot-est.Diffusion-method | Plot method for the Bayesian estimation results |
| plot-est.hiddenDiffusion-method | Plot method for the Bayesian estimation results |
| plot-est.hiddenmixedDiffusion-method | Plot method for the Bayesian estimation results |
| plot-est.jumpDiffusion-method | Plot method for the Bayesian estimation results |
| plot-est.jumpRegression-method | Plot method for the Bayesian estimation results |
| plot-est.Merton-method | Plot method for the Bayesian estimation results |
| plot-est.mixedDiffusion-method | Plot method for the Bayesian estimation results |
| plot-est.mixedRegression-method | Plot method for the Bayesian estimation results |
| plot-est.NHPP-method | Plot method for the Bayesian estimation results |
| plot-est.Regression-method | Plot method for the Bayesian estimation results |
| pred.base | Bayesian prediction function |
| predict-est.Diffusion-method | Prediction for a diffusion process |
| predict-est.hiddenDiffusion-method | Prediction for a hidden diffusion process |
| predict-est.hiddenmixedDiffusion-method | Prediction for a hierarchical (mixed) hidden diffusion... |
| predict-est.jumpDiffusion-method | Prediction for a jump diffusion process |
| predict-est.jumpRegression-method | Prediction for a regression model dependent on a Poisson... |
| predict-est.Merton-method | Prediction for a jump diffusion process |
| predict-est.mixedDiffusion-method | Prediction for a hierarchical (mixed) diffusion process model |
| predict-est.mixedRegression-method | Prediction for a mixed regression model |
| predict-est.NHPP-method | Prediction for a non-homogeneous Poisson process |
| predict-est.Regression-method | Prediction for a regression model |
| prediction.intervals | Bayesian prediction interval function |
| proposal | Sampling from lognormal proposal density |
| proposalRatio | Proposal ratio of lognormal proposal density |
| Regression-class | S4 class of model informations for the regression model |
| RejSampling | Rejection Sampling Algorithm |
| set.to.class | Building of model classes |
| simulate-Diffusion-method | Simulation of diffusion process |
| simulate-hiddenDiffusion-method | Simulation of hidden diffusion process |
| simulate-hiddenmixedDiffusion-method | Simulation of hierarchical (mixed) hidden diffusion model |
| simulate-jumpDiffusion-method | Simulation of jump diffusion process |
| simulate-jumpRegression-method | Simulation of regression model dependent on Poisson process |
| simulate-Merton-method | Simulation of jump diffusion process |
| simulate-mixedDiffusion-method | Simulation of hierarchical (mixed) diffusion model |
| simulate-mixedRegression-method | Simulation of hierarchical (mixed) regression model |
| simulate-NHPP-method | Simulation of Poisson process |
| simulate-Regression-method | Simulation of regression model |
| TimestoN | Transformation of event times to NHPP |
| Virkler | Crack Growth |
