Statistical tools for maximum likelihood inference in toroidal diffusions

alphaToA | Valid drift matrices for the Ornstein-Uhlenbeck diffusion in... |

approxMleWn1D | Approximate MLE of the WN diffusion in 1D |

approxMleWn2D | Approximate MLE of the WN diffusion in 2D |

approxMleWnPairs | Approximate MLE of the WN diffusion in 2D from a sample of... |

crankNicolson1D | Crank-Nicolson finite difference scheme for the 1D... |

crankNicolson2D | Crank-Nicolson finite difference scheme for the 2D... |

diffCirc | Lagged differences for circular time series |

djp | Jones and Pewsey (2005)'s circular distribution |

dPsTpd | Wrapped Euler and Shoji-Ozaki pseudo-transition probability... |

driftJp | Drift for the JP diffusion |

driftMixIndVm | Drift for the mivM diffusion |

driftMixVm | Drift for the mivM diffusion (circular case) |

driftMvm | Drift for the MvM diffusion |

driftWn | Drift for the WN diffusion |

driftWn1D | Drift of the WN diffusion in 1D |

driftWn2D | Drift of the WN diffusion in 2D |

dStatWn2D | Stationary density of a WN diffusion (with diagonal diffusion... |

dTpdMou | Transition probability density of the multivariate OU... |

dTpdOu | Transition probability density of the univariate OU diffusion |

dTpdPde1D | Transition probability density in 1D by PDE solving |

dTpdPde2D | Transition probability density in 2D by PDE solving |

dTpdWou | Conditional probability density of the WOU process |

dTpdWou1D | Approximation of the transition probability density of the WN... |

dTpdWou2D | Approximation of the transition probability density of the WN... |

dVm | Density of the von Mises |

dWn1D | WN density in 1D |

euler1D | Simulation of trajectories of the WN or vM diffusion in 1D |

euler2D | Simulation of trajectories of the WN or MvM diffusion in 2D |

kIndex | Utilities for conversion between row-column indexing and... |

linesCirc | Lines and arrows with vertical wrapping |

linesTorus | Lines and arrows with wrapping in the torus |

logBesselI0Scaled | Efficient computation of Bessel related functions |

logLikWouPairs | Loglikelihood of WN in 2D when only the initial and final... |

matMatch | Matching of matrices |

mleMou | Maximum likelihood estimation of the multivariate OU... |

mleOptimWrapper | Optimization wrapper for likelihood-based procedures |

mleOu | Maximum likelihood estimation of the OU diffusion |

mlePde1D | MLE for toroidal process via PDE solving in 1D |

mlePde2D | MLE for toroidal process via PDE solving in 2D |

periodicTrapRule1D | Quadrature rules in 1D, 2D and 3D |

plotSurface2D | Contour plot of a 2D surface |

plotSurface3D | Visualization of a 3D surface |

plotVmdSurface3D | Visualization of a 3D surface using VMD |

psMle | Maximum pseudo-likelihood estimation by wrapped... |

repRow | Replication of rows and columns |

rStatWn2D | Simulation from the stationary density of a WN diffusion in... |

rTpdWn2D | Simulation from the approximated transition distribution of a... |

rTrajLangevin | Simulation of trajectories of a Langevin diffusion |

rTrajMou | Simulation of trajectories for the multivariate OU diffusion |

rTrajOu | Simulation of trajectories for the univariate OU diffusion |

rTrajWn1D | Simulation of trajectories for the WN diffusion in 1D |

rTrajWn2D | Simulation of trajectories for the WN diffusion in 2D |

safeSoftMax | Safe softmax function for computing weights |

scoreMatchWnBvm | Score and moment matching of a univariate or bivariate... |

sdetorus | sdetorus - Statistical tools for estimation of toroidal... |

sigmaDiff | High-frequency estimate of the diffusion matrix |

solveTridiag | Thomas algorithm for solving tridiagonal matrix systems, with... |

stepAheadWn1D | Multiple simulation of trajectory ends of the WN or vM... |

stepAheadWn2D | Multiple simulation of trajectory ends of the WN or MvM... |

toPiInt | Wrapping of radians to its principal values |

torusAxis | Draw pretty axis labels for circular variables |

unwrapCircSeries | Unwrapping of circular time series |

weightsLinearInterp1D | Weights for linear interpolation in 1D and 2D |

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