Estimation and Simulation for PDMPs

Documentation for package ‘EstSimPDMP’ version 1.2

EstSimPDMP-package	Nonparametric estimation of the jump rate and simulation for piecewise-deterministic Markov processes
CHR	Nelson-Aalen estimator
CondPdf.CC.interval	Estimation of the density associated to the jump rate for piecewise-deterministic Markov processes (continuous state space)
CondPdf.DC	Estimation of the density associated to the jump rate for piecewise-deterministic Markov processes (discrete state space)
CondPdf.DC.interval	Estimation of the density associated to the jump rate for piecewise-deterministic Markov processes (discrete state space)
EstSimPDMP	Nonparametric estimation of the jump rate and simulation for piecewise-deterministic Markov processes
HR	Estimator of the hazard rate function by a kernel method
plotCHR	Plot the Nelson-Aalen estimator
plotHR	Plot the estimator of the hazard rate computed by the function HR
Simu.Cond.HR	Simulation of random variables from their conditional hazard rate function
Simu.HR	Simulation of random variables from their hazard rate function
Simu.PDMP	Simulation of a piecewise-deterministic Markov process with continuous state space
Simu.PDMP.DC	Simulation of a piecewise-deterministic Markov process with discrete state space