This package implements statistical methods for estimation of toroidal diffusions. Several diffusive models are provided, most of them belonging to the Langevin family of diffusions on the torus. Specifically, the wrapped normal and von Mises processes are included, which can be seen as toroidal analogues of the OrnsteinUhlenbeck diffusion. A collection of methods for approximate maximum likelihood estimation, organized in four blocks, is given: (i) based on the exact transition probability density, obtained as the numerical solution to the FokkerPlank equation; (ii) based on wrapped pseudolikelihoods; (iii) based on specific analytic approximations by wrapped processes; (iv) based on maximum likelihood of the stationary densities. The package allows the reproducibility of the results in GarcíaPortugués et al. (2017).
Package details 


Maintainer  
License  GPL3 
Version  0.15 
URL  https://github.com/egarpor/sdetorus 
Package repository  View on GitHub 
Installation 
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