smd: Sparse Multivariate Diffusions

Estimation of high dimensional, discretely observed diffusions assuming a sparse representation of the drift term.

AuthorNina Munkholt, Niels Richard Hansen
Date of publicationNone
MaintainerNina Munkholt <nina.m@math.ku.dk>
LicenseGPL (>= 2)
Version0.2

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Functions

condMeanVar Man page
condMeanVar,OUModel-method Man page
getData Man page
getData,MultDiffModel-method Man page
getParameters Man page
getParameters,MultDiffModel-method Man page
getSufficientStat Man page
getSufficientStat,MultDiffmodel-method Man page
gradient Man page
gradient,OUModel-method Man page
loss Man page
loss,MultDiffModel-method Man page
MultDiffModel-class Man page
OUModel-class Man page
parToList Man page
parToList,OUModel-method Man page
parToNumeric Man page
parToNumeric,OUModel-method Man page
smd Man page
smd-package Man page
validateParameters Man page
validateParameters,OUModel-method Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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