pcode_1d

Obtain estiamtes of structural parameters of an ODE model by parameter cascade method.

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.

Haixu Wang

pCODE

Estimation of an Ordinary Differential Equation Model by
Parameter Cascade Method

Jiguo Cao

pcode_1d function

<dl><dt>data</dt>
<dd>A data frame or a vector contains observations from the ODE model.</dd>
<dt>time</dt>
<dd>The vector contain observation times.</dd>
<dt>ode.model</dt>
<dd>Defined R function that computes the time derivative of the ODE model given observations of states variable.</dd>
<dt>par.initial</dt>
<dd>Initial value of structural parameters to be optimized.</dd>
<dt>par.names</dt>
<dd>The names of structural parameters defined in the 'ode.model'.</dd>
<dt>basis</dt>
<dd>A basis objects for smoothing observations.</dd>
<dt>lambda</dt>
<dd>Penalty parameter.</dd>
<dt>controls</dt>
<dd>A list of control parameters. See ‘Details’.</dd></dl>

Arguments

Parameter Cascade Method for Ordinary Differential Equation Models (Single dimension version) — pcode_1d

<dl>

<dt>data</dt>
<dd>A data frame or a vector contains observations from the ODE model.</dd>


<dt>time</dt>
<dd>The vector contain observation times.</dd>


<dt>ode.model</dt>
<dd>Defined R function that computes the time derivative of the ODE model given observations of states variable.</dd>


<dt>par.initial</dt>
<dd>Initial value of structural parameters to be optimized.</dd>


<dt>par.names</dt>
<dd>The names of structural parameters defined in the 'ode.model'.</dd>


<dt>basis</dt>
<dd>A basis objects for smoothing observations.</dd>


<dt>lambda</dt>
<dd>Penalty parameter.</dd>


<dt>controls</dt>
<dd>A list of control parameters. See ‘Details’.</dd>

</dl>

pcode_1d: Parameter Cascade Method for Ordinary Differential Equation Models (Single dimension version)

Description

Usage

Value

Arguments