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sdetorus
View on CRAN: Click
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Download and install sdetorus package within the R console
Install from CRAN:
install.packages("sdetorus")
Install from Github:
library("remotes")
install_github("cran/sdetorus")
Install by package version:
library("remotes")
install_version("sdetorus", "0.1.10")
Attach the package and use:
library("sdetorus")
Maintained by
Eduardo García-Portugués
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-08-31
Latest Update: 2024-03-01
Description:
Implementation of statistical methods for the estimation of
toroidal diffusions. Several diffusive models are provided, most of them
belonging to the Langevin family of diffusions on the torus. Specifically,
the wrapped normal and von Mises processes are included, which can be seen
as toroidal analogues of the Ornstein-Uhlenbeck diffusion. A collection of
methods for approximate maximum likelihood estimation, organized in four
blocks, is given: (i) based on the exact transition probability density,
obtained as the numerical solution to the Fokker-Plank equation; (ii) based
on wrapped pseudo-likelihoods; (iii) based on specific analytic
approximations by wrapped processes; (iv) based on maximum likelihood of
the stationary densities. The package allows the replicability of the
results in Garc
How to cite:
Eduardo García-Portugués (2020). sdetorus: Statistical Tools for Toroidal Diffusions. R package version 0.1.10, https://cran.r-project.org/web/packages/sdetorus. Accessed 22 Dec. 2024.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for sdetorus
Functions, R codes and Examples using
the sdetorus R package
Some associated functions: alphaToA . approxMleWn1D . approxMleWn2D . approxMleWnPairs . crankNicolson1D . crankNicolson2D . dBvm . dJp . dPsTpd . dStatWn2D . dTpdMou . dTpdOu . dTpdPde1D . dTpdPde2D . dTpdWou . dTpdWou1D . dTpdWou2D . dTvm . dVm . dWn1D . diffCirc . driftJp . driftMixIndVm . driftMixVm . driftMvm . driftWn . driftWn1D . driftWn2D . euler1D . euler2D . kIndex . linesCirc . linesTorus . linesTorus3d . logBesselI0Scaled . logLikWouPairs . matMatch . mcTorusIntegrate . mleMou . mleOptimWrapper . mleOu . mlePde1D . mlePde2D . periodicTrapRule1D . plotSurface2D . plotSurface3D . psMle . rStatWn2D . rTpdWn2D . rTrajLangevin . rTrajMou . rTrajOu . rTrajWn1D . rTrajWn2D . repRow . safeSoftMax . scoreMatchWnBvm . sdetorus . sigmaDiff . solveTridiag . stepAheadWn1D . stepAheadWn2D . toPiInt . torusAxis . torusAxis3d . unwrapCircSeries . weightsLinearInterp1D .
Some associated R codes: OU.R . RcppExports.R . WOU.R . auxiliary.R . bessel.R . distributions.R . drifts.R . mle.R . optim-wrapper.R . pde.R . pslik.R . sample-trajectories.R . sdetorus-package.R . tvm.R . zzz.R . Full sdetorus package functions and examples
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