prepare_basis

Calculate all basis functions over observation time points and store them as columns in a single matrix for each dimension. Also include first and second order derivative. Repeat over quadrature points.

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

prepare_basis function

<dl><dt>basis</dt>
<dd>A basis object.</dd>
<dt>times</dt>
<dd>The vector contain observation times for corresponding dimension.</dd>
<dt>nquadpts</dt>
<dd>Number of quadrature points will be used later for approximating integrals.</dd></dl>

Arguments

Evaluate basis objects over observation times and quadrature points — prepare_basis

<dl>

<dt>basis</dt>
<dd>A basis object.</dd>


<dt>times</dt>
<dd>The vector contain observation times for corresponding dimension.</dd>


<dt>nquadpts</dt>
<dd>Number of quadrature points will be used later for approximating integrals.</dd>

</dl>

prepare_basis: Evaluate basis objects over observation times and quadrature points

Description

Usage

Value

Arguments