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Method for the S4 class Freq.fit
● Data Source:
CranContrib
● Keywords:
● Alias: print,Freq.fit-method
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out
(Package: mixedsde) :
Transfers the class object to a list
Method for the S4 classes
● Data Source:
CranContrib
● Keywords:
● Alias: out
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0 images
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Bayes.fit-class
(Package: mixedsde) :
S4 class for the Bayesian estimation results
S4 class for the Bayesian estimation results
● Data Source:
CranContrib
● Keywords:
● Alias: Bayes.fit-class
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0 images
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valid
(Package: mixedsde) :
Validation of the chosen model.
Validation of the chosen model. For the index numj, Mrep=100 new trajectories are simulated with the value of the estimated random effect number numj. Two plots are given: on the left the simulated trajectories and the true one (red) and one the left the corresponding qq-plot for each time.
● Data Source:
CranContrib
● Keywords:
● Alias: valid
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mixedsde.fit
(Package: mixedsde) :
Estimation Of The Random Effects In Mixed Stochastic Differential Equations
Estimation of the random effects (α_j, β_j) and of their density, parametrically or nonparametrically in the mixed SDE dX_j(t)= (α_j- β_j X_j(t))dt + σ a(X_j(t)) dW_j(t).
● Data Source:
CranContrib
● Keywords: estimation
● Alias: mixedsde.fit
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plot,Freq.fit,ANY-method
(Package: mixedsde) :
Plot method for the frequentist estimation class object
Plot method for the S4 class Freq.fit
● Data Source:
CranContrib
● Keywords:
● Alias: plot,Freq.fit,ANY-method
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0 images
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dcCIR2
(Package: mixedsde) :
Likelihood Function For The CIR Model
Likelihood
● Data Source:
CranContrib
● Keywords:
● Alias: dcCIR2
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0 images
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Validation of the chosen model. For the index numj, Mrep=100 new trajectories are simulated with the value of the estimated random effect number numj. Two plots are given: on the left the simulated trajectories and the true one (red) and one the left the corresponding qq-plot for each time.
● Data Source:
CranContrib
● Keywords:
● Alias: valid,Bayes.fit-method
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0 images
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eigenvaluesV
(Package: mixedsde) :
Matrix Of Eigenvalues Of A List Of Symetric Matrices
Computation of the eigenvalues of each matrix Vj in the case of two random effects (random =c(1,2)), done via eigen
● Data Source:
CranContrib
● Keywords:
● Alias: eigenvaluesV
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0 images
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likelihoodNormal
(Package: mixedsde) :
Computation Of The Log Likelihood In Mixed Stochastic Differential Equations
Computation of -2 loglikelihood of the mixed SDE with Normal distribution of the random effects dXj(t)= (α_j- β_j Xj(t))dt + σ a(Xj(t)) dWj(t).
● Data Source:
CranContrib
● Keywords:
● Alias: likelihoodNormal
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0 images
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providing 
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