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mixedsde

Work in progress

To install the mixedsde package in a R console, type:

install.packages("devtools")

library(devtools)

install_github("charlottedion/mixedsde")

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Version

Install

install.packages('mixedsde')

Monthly Downloads

154

Version

1.0

License

GPL (>= 2)

Maintainer

Charlotte Dion

Last Published

April 22nd, 2016

Functions in mixedsde (1.0)

ad.propSd

Adaptation For The Proposal Variance
Freq.fit-class

S4 class for the frequentist estimation results
ad.propSd_random

Adaptation For The Proposal Variance
mixedsde-package

Density estimation in mixed stochastic differential models
discr

Simulation Of Random Variables
diagnostic

Calcucation Of Burn-in Phase And Thinning Rate
valid,Bayes.fit-method

Validation of the chosen model.
mixedsde.sim

Simulation Of A Mixed Stochastic Differential Equation
EstParamNormal

Maximization Of The Log Likelihood In Mixed Stochastic Differential Equations
BayesianNormal

Bayesian Estimation In Mixed Stochastic Differential Equations
plot2compare,Bayes.fit-method

Comparing plot method plot2compare for three Bayesian estimation class objects
UV

Computation Of The Sufficient Statistics
plot,Bayes.fit,ANY-method

Plot method for the Bayesian estimation class object
chain2samples

Removing Of Burn-in Phase And Thinning
summary,Freq.fit-method

Short summary of the results of class object Freq.fit
eigenvaluesV

Matrix Of Eigenvalues Of A List Of Symetric Matrices
pred,Bayes.fit-method

Bayesian prediction method for a class object Bayes.fit
Bayes.pred-class

S4 class for the Bayesian prediction results
out

Transfers the class object to a list
pred

Prediction method
valid,Freq.fit-method

Validation of the chosen model.
plot,Bayes.pred,ANY-method

Plot method for the Bayesian prediction class object
pred,Freq.fit-method

Prediction method for the Freq.fit class object
Bayes.fit-class

S4 class for the Bayesian estimation results
plot2compare,Bayes.pred-method

Comparing plot method plot2compare for three Bayesian prediction class objects
mixture.sim

Simulation Of A Mixture Of Two Normal Or Gamma Distributions
print,Freq.fit-method

Description of print
valid

Validation of the chosen model.
likelihoodNormalestimfix

Likelihood Function When The Fixed Effect Is Estimated
likelihoodNormal

Computation Of The Log Likelihood In Mixed Stochastic Differential Equations
summary,Bayes.fit-method

Short summary of the results of class object Bayes.fit
mixedsde.fit

Estimation Of The Random Effects In Mixed Stochastic Differential Equations
print,Bayes.fit-method

Print of acceptance rates of the MH steps
plot2compare

Comparing plot method
bx

Computation Of The Drift Coefficient
plot,Freq.fit,ANY-method

Plot method for the frequentist estimation class object
dcCIR2

Likelihood Function For The CIR Model
neuronal.data

Trajectories Interspike Of A Single Neuron Of A Ginea Pig