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sdetorus  

Statistical Tools for Toroidal Diffusions
View on CRAN: Click here


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]
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 23 Apr. 2025.
Previous versions and publish date:
0.1.6 (2020-08-31 11:50), 0.1.7 (2020-09-04 09:00), 0.1.8 (2021-08-19 06:50), 0.1.9 (2023-08-21 01:10)
Other packages that cited sdetorus R package
View sdetorus citation profile
Other R packages that sdetorus depends, imports, suggests or enhances
Complete documentation for sdetorus
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