Inference and Analysis for Diffusion Processes via Data Imputation and Method of Lines


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Documentation for package ‘DiffusionRimp’ version 0.1.2

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DiffusionRimp-package Data-imputation and density approximations for diffusion processes.
BiMOL.aic Calculate a Pseudo AIC Value for a Bivariate Diffusion Model via the Method of Lines
BiMOL.density Approximate the Transition Density of a Bivariate Diffusion with Arbitrary Drift and Volatility Specification
BiMOL.passage Approximate the First Passage Time Density of a Four-Barrier Problem for Time-Homogeneous Bivariate Diffusions.
BiRS.impute Brownian Bridge Data Imputation for Bivariate Diffusion Processes.
DiffusionRimp Data-imputation and density approximations for diffusion processes.
DoubleWell Simulted Double Well with Shifting Modality
junkfunction3 A Junk Funktion For Build Purposes
MOL.aic Calculate a Pseudo AIC Value for a Diffusion Model via the Method of Lines
MOL.density Approximate the Transition Density of a Scalar Diffusion with Arbitrary Drift and Volatility Specification
MOL.passage Approximate the First Passage Time Density of a Two-Barrier Problem for Time-Homogeneous Scalar Diffusions.
MOL.plot Quick Plots for DiffusionRimp Objects
RS.estimates Extract Parmaeter Estimates from '.impute()' Objects.
RS.impute Brownian Bridge Data Imputation for Scalar Diffusion Processes.
TiCIR Simulated Bivariate Time In-Homogeneous CIR process.