sdetorus

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.

Last 30 days

This package has been downloaded 189 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.

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Last 365 days

This package has been downloaded 2,977 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 35 downloads.

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