Learn R Programming

GPoM (version 1.0)

derivODE2: deriveODE2 : A Subfonction for the numerical integration of polynomial equations in the generic form defined by function poLabs

Description

This function provides the one step integration of polynomial Ordinary Differential Equations (ODE). This function requires the function ode ("deSolve" package).

Usage

derivODE2(t, x, K, regS = NULL)

Arguments

t

All the dates for which the result of the numerical integration of the model will have to be provided

x

Current state vector (input from which the next state will be estimated)

K

is the model: each column corresponds to one equation which organisation is following the convention given by function poLabs which requires the definition of the model dimension nVar (i.e. the number of variables) and the maximum polynomial degree dMax allowed.

regS

Current states of each polynomial terms used in poLabs. These states can be deduced from the current state vector x (using function regSeries). When available, it can be provided as an input to avoid unecessary computation.