Romain Azais

Romain Azais

2 packages on CRAN

EstSimPDMP

cran
68th

Percentile

This package deals with the estimation of the jump rate for piecewise-deterministic Markov processes (PDMPs), from only one observation of the process within a long time. The main functions provide an estimate of this function. The state space may be discrete or continuous. The associated paper has been published in Scandinavian Journal of Statistics and is given in references. Other functions provide a method to simulate random variables from their (conditional) hazard rate, and then to simulate PDMPs.

cvmgof

cran
17th

Percentile

It is devoted to Cramer-von Mises goodness-of-fit tests. It implements three statistical methods based on Cramer-von Mises statistics to estimate and test a regression model.