mixedsde (version 1.0)

valid,Freq.fit-method: Validation of the chosen model.

Description

Validation of the chosen model. For the index numj, Mrep=100 new trajectories are simulated with the value of the estimated random effect number numj. Two plots are given: on the left the simulated trajectories and the true one (red) and one the left the corresponding qq-plot for each time.

Usage

"valid"(x, Mrep = 100, newwindow = FALSE, plot.valid = TRUE, numj, ...)

Arguments

x

Freq.fit class

Mrep

number of trajectories to be drawn

newwindow

logical(1), if TRUE, a new window is opened for the plot

plot.valid

logical(1), if TRUE, the results are depicted grafically

numj

optional number of series to be validated

...

optional plot parameters

References

Dion, C., Hermann, S. and Samson, A. (2016). Mixedsde: an R package to fit mixed stochastic differential equations.