Man pages for SimoneHermann/BaPreStoPro
Bayesian Prediction of Stochastic Processes

ad.propSdAdaptation of proposal standard deviation
BaPreStoPro-packageBayesian Prediction of Stochastic Processes
class.to.listBuilds a list from class object
diagnosticCalculation of a proposal for burn-in phase and thinning rate
Diffusion-classS4 class of model informations for diffusion process
dNtoTimesTransformation of NHPP variables to event times
estimateBayesian estimation
estimate-Diffusion-methodEstimation for diffusion process
estimate-hiddenDiffusion-methodEstimation for hidden diffusion process
estimate-hiddenmixedDiffusion-methodEstimation for hierarchical (mixed) hidden diffusion process
estimate-jumpDiffusion-methodEstimation for jump diffusion process
estimate-jumpRegression-methodEstimation for regression model dependent on Poisson process
estimate-Merton-methodEstimation for jump diffusion process
estimate-mixedDiffusion-methodEstimation for hierarchical (mixed) diffusion model
estimate-mixedRegression-methodEstimation for the hierarchical (mixed) regression model
estimate-NHPP-methodEstimation for a non-homogeneous Poisson process
estimate-Regression-methodEstimation for regression model
hiddenDiffusion-classS4 class of model informations for hidden diffusion process
hiddenmixedDiffusion-classS4 class of model informations for hierarchical (mixed)...
InvMethodInversion Method
jumpDiffusion-classS4 class of model informations for the jump diffusion process
jumpRegression-classS4 class of model informations for the jump regression model
Merton-classS4 class of model informations for a special jump diffusion...
mixedDiffusion-classS4 class of model informations for hierarchical (mixed)...
mixedRegression-classS4 class of model informations for the hierarchical (mixed)...
NHPP-classS4 class of model informations for non-homogeneous Poisson...
plot-est.Diffusion-methodPlot method for the Bayesian estimation results
plot-est.hiddenDiffusion-methodPlot method for the Bayesian estimation results
plot-est.hiddenmixedDiffusion-methodPlot method for the Bayesian estimation results
plot-est.jumpDiffusion-methodPlot method for the Bayesian estimation results
plot-est.jumpRegression-methodPlot method for the Bayesian estimation results
plot-est.Merton-methodPlot method for the Bayesian estimation results
plot-est.mixedDiffusion-methodPlot method for the Bayesian estimation results
plot-est.mixedRegression-methodPlot method for the Bayesian estimation results
plot-est.NHPP-methodPlot method for the Bayesian estimation results
plot-est.Regression-methodPlot method for the Bayesian estimation results
pred.baseBayesian prediction function
predict-est.Diffusion-methodPrediction for a diffusion process
predict-est.hiddenDiffusion-methodPrediction for a hidden diffusion process
predict-est.hiddenmixedDiffusion-methodPrediction for a hierarchical (mixed) hidden diffusion...
predict-est.jumpDiffusion-methodPrediction for a jump diffusion process
predict-est.jumpRegression-methodPrediction for a regression model dependent on a Poisson...
predict-est.Merton-methodPrediction for a jump diffusion process
predict-est.mixedDiffusion-methodPrediction for a hierarchical (mixed) diffusion process model
predict-est.mixedRegression-methodPrediction for a mixed regression model
predict-est.NHPP-methodPrediction for a non-homogeneous Poisson process
predict-est.Regression-methodPrediction for a regression model
prediction.intervalsBayesian prediction interval function
proposalSampling from lognormal proposal density
proposalRatioProposal ratio of lognormal proposal density
Regression-classS4 class of model informations for the regression model
RejSamplingRejection Sampling Algorithm
set.to.classBuilding of model classes
simulate-Diffusion-methodSimulation of diffusion process
simulate-hiddenDiffusion-methodSimulation of hidden diffusion process
simulate-hiddenmixedDiffusion-methodSimulation of hierarchical (mixed) hidden diffusion model
simulate-jumpDiffusion-methodSimulation of jump diffusion process
simulate-jumpRegression-methodSimulation of regression model dependent on Poisson process
simulate-Merton-methodSimulation of jump diffusion process
simulate-mixedDiffusion-methodSimulation of hierarchical (mixed) diffusion model
simulate-mixedRegression-methodSimulation of hierarchical (mixed) regression model
simulate-NHPP-methodSimulation of Poisson process
simulate-Regression-methodSimulation of regression model
TimestoNTransformation of event times to NHPP
VirklerCrack Growth
SimoneHermann/BaPreStoPro documentation built on May 10, 2017, 1:42 p.m.