| Name : R-sdetorus
| |
| Version : 0.1.10
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.2.4
| Date : 2024-09-12 10:45:45
|
| Group : Development/Libraries/Other
| Source RPM : R-sdetorus-0.1.10-lp156.2.4.src.rpm
|
| Size : 1.88 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Statistical Tools for Toroidal Diffusions
|
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 García-Portugués et
al. (2019) < doi:10.1007/s11222-017-9790-2>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
