Package: sdetorus
Type: Package
Title: Statistical Tools for Toroidal Diffusions
Version: 0.1.6
Date: 2020-08-26
Authors@R: person("Eduardo", "García-Portugués", role = c("aut", "cre"),
        	  email = "edgarcia@est-econ.uc3m.es",
                  comment = c(ORCID = "0000-0002-9224-4111"))
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 reproducibility of the
     results in García-Portugués et al. (2019) <doi:10.1007/s11222-017-9790-2>.
License: GPL-3
Depends: R (>= 3.6.0), Rcpp, mvtnorm, colorRamps
Suggests: rgl, Bessel, manipulate
LinkingTo: Rcpp, RcppArmadillo
URL: https://github.com/egarpor/sdetorus
BugReports: https://github.com/egarpor/sdetorus
Encoding: UTF-8
RoxygenNote: 7.1.0
NeedsCompilation: yes
Packaged: 2020-08-26 12:13:56 UTC; Eduardo
Author: Eduardo García-Portugués [aut, cre]
    (<https://orcid.org/0000-0002-9224-4111>)
Maintainer: Eduardo García-Portugués <edgarcia@est-econ.uc3m.es>
Repository: CRAN
Date/Publication: 2020-08-31 09:50:02 UTC
