sde: Define SDE on SSM inputs

In StateSpaceModels/ssminr: ssminr

Description

In SSM one can define stochastic differential equations on input parameters.

Usage

diffusion(volatility, transformation = c("none", "log"))

Arguments

volatility	character, name of the volatility parameter
transformation	character, define a transformation for the input parameter (none by default). The diffusion is then defined for the transformed parameter: "log" log-transform for positive parameters.

Examples

# define a diffusion on log(beta) with volatility parameter "vol"	
input(name="beta", description="effective contact rate",transformation="R0/d_infectious", sde=diffusion(volatility="vol", transformation="log"))

StateSpaceModels/ssminr documentation built on Feb. 7, 2020, 8:20 p.m.