Statistical Tools for Toroidal Diffusions

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Documentation for package ‘sdetorus’ version 0.1.8

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sdetorus-package sdetorus - Statistical Tools for Toroidal Diffusions
a1Inv Efficient computation of Bessel related functions
alphaToA Valid drift matrices for the Ornstein-Uhlenbeck diffusion in 2D
approxMleWn1D Approximate MLE of the WN diffusion in 1D
approxMleWn2D Approximate MLE of the WN diffusion in 2D
approxMleWnPairs Approximate MLE of the WN diffusion in 2D from a sample of initial and final pairs of angles.
aToAlpha Valid drift matrices for the Ornstein-Uhlenbeck diffusion in 2D
constBvm Bivariate Sine von Mises density
constJp Jones and Pewsey (2005)'s circular distribution
covstOu Transition probability density of the univariate OU diffusion
covtMou Transition probability density of the multivariate OU diffusion
crankNicolson1D Crank-Nicolson finite difference scheme for the 1D Fokker-Planck equation with periodic boundaries
crankNicolson2D Crank-Nicolson finite difference scheme for the 2D Fokker-Planck equation with periodic boundaries
dBvm Bivariate Sine von Mises density
diffCirc Lagged differences for circular time series
dJp Jones and Pewsey (2005)'s circular distribution
dPsTpd Wrapped Euler and Shoji-Ozaki pseudo-transition probability densities
driftJp Drift for the JP diffusion
driftMixIndVm Drift for the mivM diffusion
driftMixVm Drift for the mivM diffusion (circular case)
driftMvm Drift for the MvM diffusion
driftWn Drift for the WN diffusion
driftWn1D Drift of the WN diffusion in 1D
driftWn2D Drift of the WN diffusion in 2D
dStatWn2D Stationary density of a WN diffusion (with diagonal diffusion matrix) in 2D
dTpdMou Transition probability density of the multivariate OU diffusion
dTpdOu Transition probability density of the univariate OU diffusion
dTpdPde1D Transition probability density in 1D by PDE solving
dTpdPde2D Transition probability density in 2D by PDE solving
dTpdWou Conditional probability density of the WOU process
dTpdWou1D Approximation of the transition probability density of the WN diffusion in 1D
dTpdWou2D Approximation of the transition probability density of the WN diffusion in 2D
dVm Density of the von Mises
dWn1D WN density in 1D
euler1D Simulation of trajectories of the WN or vM diffusion in 1D
euler2D Simulation of trajectories of the WN or MvM diffusion in 2D
forwardSweepPeriodicTridiag Thomas algorithm for solving tridiagonal matrix systems, with optional presaving of LU decomposition
forwardSweepTridiag Thomas algorithm for solving tridiagonal matrix systems, with optional presaving of LU decomposition
integrateSimp1D Quadrature rules in 1D, 2D and 3D
integrateSimp2D Quadrature rules in 1D, 2D and 3D
integrateSimp3D Quadrature rules in 1D, 2D and 3D
linesCirc Lines and arrows with vertical wrapping
linesTorus Lines and arrows with wrapping in the torus
linesTorus3d Lines and arrows with wrapping in the torus
logBesselI0Scaled Efficient computation of Bessel related functions
logLikWouPairs Loglikelihood of WN in 2D when only the initial and final points are observed
meantMou Transition probability density of the multivariate OU diffusion
meantOu Transition probability density of the univariate OU diffusion
mleMou Maximum likelihood estimation of the multivariate OU diffusion
mleOptimWrapper Optimization wrapper for likelihood-based procedures
mleOu Maximum likelihood estimation of the OU diffusion
mlePde1D MLE for toroidal process via PDE solving in 1D
mlePde2D MLE for toroidal process via PDE solving in 2D
momentMatchWnVm Score and moment matching of a univariate or bivariate wrapped normal by a von Mises
periodicTrapRule1D Quadrature rules in 1D, 2D and 3D
periodicTrapRule2D Quadrature rules in 1D, 2D and 3D
periodicTrapRule3D Quadrature rules in 1D, 2D and 3D
psMle Maximum pseudo-likelihood estimation by wrapped pseudo-likelihoods
rStatWn2D Simulation from the stationary density of a WN diffusion in 2D
rTpdWn2D Simulation from the approximated transition distribution of a WN diffusion in 2D
rTrajLangevin Simulation of trajectories of a Langevin diffusion
rTrajMou Simulation of trajectories for the multivariate OU diffusion
rTrajOu Simulation of trajectories for the univariate OU diffusion
rTrajWn1D Simulation of trajectories for the WN diffusion in 1D
rTrajWn2D Simulation of trajectories for the WN diffusion in 2D
safeSoftMax Safe softmax function for computing weights
scoreMatchWnBvm Score and moment matching of a univariate or bivariate wrapped normal by a von Mises
scoreMatchWnVm Score and moment matching of a univariate or bivariate wrapped normal by a von Mises
sdetorus sdetorus - Statistical Tools for Toroidal Diffusions
sigmaDiff High-frequency estimate of the diffusion matrix
solvePeriodicTridiag Thomas algorithm for solving tridiagonal matrix systems, with optional presaving of LU decomposition
solveTridiag Thomas algorithm for solving tridiagonal matrix systems, with optional presaving of LU decomposition
solveTridiagMatConsts Thomas algorithm for solving tridiagonal matrix systems, with optional presaving of LU decomposition
stepAheadWn1D Multiple simulation of trajectory ends of the WN or vM diffusion in 1D
stepAheadWn2D Multiple simulation of trajectory ends of the WN or MvM diffusion in 2D
to2PiInt Wrapping of radians to its principal values
toInt Wrapping of radians to its principal values
toPiInt Wrapping of radians to its principal values
torusAxis Draws pretty axis labels for circular variables
torusAxis3d Draws pretty axis labels for circular variables
unwrapCircSeries Unwrapping of circular time series
vartOu Transition probability density of the univariate OU diffusion