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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

196

Version

5.0

License

GPL (>= 2)

Maintainer

Charlotte Dion

Last Published

October 5th, 2018

Functions in mixedsde (5.0)

mixture.sim

Simulation Of A Mixture Of Two Normal Or Gamma Distributions
neuronal.data

Trajectories Interspike Of A Single Neuron Of A Ginea Pig
pred,Freq.fit-method

Prediction method for the Freq.fit class object
pred

Prediction method
valid,Bayes.fit-method

Validation of the chosen model.
Bayes.fit-class

S4 class for the Bayesian estimation results
Bayes.pred-class

S4 class for the Bayesian prediction results
valid,Freq.fit-method

Validation of the chosen model.
dcCIR2

Likelihood Function For The CIR Model
ad.propSd

Adaptation For The Proposal Variance
ad.propSd_random

Adaptation For The Proposal Variance
mixedsde.fit

Estimation Of The Random Effects In Mixed Stochastic Differential Equations
mixedsde.sim

Simulation Of A Mixed Stochastic Differential Equation
BayesianNormal

Bayesian Estimation In Mixed Stochastic Differential Equations
EstParamNormal

Maximization Of The Log Likelihood In Mixed Stochastic Differential Equations
diagnostic

Calcucation Of Burn-in Phase And Thinning Rate
out

Transfers the class object to a list
plot,Bayes.fit,ANY-method

Plot method for the Bayesian estimation class object
plot2compare,Bayes.fit-method

Comparing plot method plot2compare for three Bayesian estimation class objects
valid

Validation of the chosen model.
likelihoodNormal

Computation Of The Log Likelihood In Mixed Stochastic Differential Equations
plot2compare,Bayes.pred-method

Comparing plot method plot2compare for three Bayesian prediction class objects
likelihoodNormalestimfix

Likelihood Function When The Fixed Effect Is Estimated
plot2compare

Comparing plot method
pred,Bayes.fit-method

Bayesian prediction method for a class object Bayes.fit
bx

Computation Of The Drift Coefficient
chain2samples

Removing Of Burn-in Phase And Thinning
plot,Bayes.pred,ANY-method

Plot method for the Bayesian prediction class object
discr

Simulation Of Random Variables
plot,Freq.fit,ANY-method

Plot method for the frequentist estimation class object
eigenvaluesV

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

Print of acceptance rates of the MH steps
print,Freq.fit-method

Description of print
summary,Bayes.fit-method

Short summary of the results of class object Bayes.fit
summary,Freq.fit-method

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

S4 class for the frequentist estimation results
UV

Computation Of The Sufficient Statistics