BIPOD-package:
Bayesian parameter estimation in two-dimensional diffusion models with
affine drift.
Description
This package use data augmentation and a Gibbs sampler to sample from the joint posterior
of parameters and augmented data. The main function is 'Estfun' which
produce an object of class 'BIPOD'. See the help page for 'Estfun' for
an example.
Details
|
Package: |
| BIPOD |
|
Type: |
| Package |
|
Version: |
| 0.2.1 |
|
Date: |
| 2014-03-18 |
|
License: |
| GPL-3 |
BBSim
DiffSim
Estfun
plot.BIPOD
ShowModels
References
'Importance sampling techniques for estimation of diffusion models' by
Papaspiliopoulos and Roberts, 'Statistical Methods for Stochastic
Differential Equations', Monographs on Statistics and Applied
Probability, Chapman and Hall, 2012 and
'Markov chain Monte Carlo approach to parameter estimation in the
FitzHugh-Nagumo model' by Jensen et al, Phys. Rev. E 2012.