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BIPOD (version 0.2.1)

BIPOD (Bayesian Inference for Partially Observed diffusions)

Description

Bayesian parameter estimation for (partially observed) two-dimensional diffusions.

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Version

Install

install.packages('BIPOD')

Monthly Downloads

15

Version

0.2.1

License

GPL-3

Maintainer

Anders Chr Jensen

Last Published

March 19th, 2014

Functions in BIPOD (0.2.1)

plot.BIPOD

Plot function for class BIPOD
BIPOD-package

Bayesian parameter estimation in two-dimensional diffusion models with affine drift.
BBSim

Function for simulation of p dimensional Brownian bridge
ShowModels

Prints form of supported stochastic differential equations
DiffSim

Simulation of a 2-dimensional diffusion process. See the Model argument for options.
Estfun

Parameter estimation for some two dimensional diffusions.