CRAN/E | sdetorus

sdetorus

Statistical Tools for Toroidal Diffusions

Installation

About

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.

Citation sdetorus citation info
github.com/egarpor/sdetorus
Bug report File report

Key Metrics

Version 0.1.10
R ≥ 3.6.0
Published 2024-03-01 222 days ago
Needs compilation? yes
License GPL-3
CRAN checks sdetorus results

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Maintainer

Maintainer

Eduardo García-Portugués

Authors

Eduardo García-Portugués

aut / cre

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sdetorus archive

Depends

R ≥ 3.6.0
Rcpp
mvtnorm

Suggests

rgl
Bessel
manipulate

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

ridgetorus