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pCODE (version 0.9.4)

Estimation of an Ordinary Differential Equation Model by Parameter Cascade Method

Description

An implementation of the parameter cascade method in Ramsay, J. O., Hooker,G., Campbell, D., and Cao, J. (2007) for estimating ordinary differential equation models with missing or complete observations. It combines smoothing method and profile estimation to estimate any non-linear dynamic system. The package also offers variance estimates for parameters of interest based on either bootstrap or Delta method.

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Install

install.packages('pCODE')

Monthly Downloads

171

Version

0.9.4

License

GPL

Issues

2

Pull Requests

0

Stars

3

Forks

1

Maintainer

Haixu Wang

Last Published

September 7th, 2022

Functions in pCODE (0.9.4)

outterobj_multi_nls

Outter objective function (multiple dimension version)
tunelambda

Find optimial penalty parameter lambda by cross-validation.
outterobj_lkh

Outter objective function (likelihood and multiple dimension version)
outterobj_lkh_1d

Outter objective function (likelihood and single dimension version)
pcode_missing

Parameter Cascade Method for Ordinary Differential Equation Models with missing state variable
prepare_basis

Evaluate basis objects over observation times and quadrature points
pcode_lkh

pcode_lkh (likelihood and multiple dimension version)
pcode_lkh_1d

Parameter Cascade Method for Ordinary Differential Equation Models (likelihood and Single dimension version)
pcode

Parameter Cascade Method for Ordinary Differential Equation Models
pcode_1d

Parameter Cascade Method for Ordinary Differential Equation Models (Single dimension version)
nls_optimize.inner

Optimizer for non-linear least square problems (for inner objective functions)
innerobj_multi_missing

Inner objective function (multiple dimension version with unobserved state variables)
innerobj_lkh

Inner objective function (likelihood and multiple dimension version)
innerobj

Inner objective function (Single dimension version)
outterobj_multi_missing

Outter objective function (multiple dimension version with unobserved state variables)
bootsvar

Bootstrap variance estimator of structural parameters.
nls_optimize

Optimizer for non-linear least square problems
outterobj

Outter objective function (Single dimension version)
innerobj_lkh_1d

Inner objective function (Likelihood and Single dimension version)
innerobj_multi

Inner objective function (multiple dimension version)
deltavar

Numeric estimation of variance of structural parameters by Delta method.