make.proc {CollocInfer}

Process Distributions

Description

Functions to define process distributions in the collocation inference package.

Usage

make.Dproc()

make.Cproc()

make.SSEproc()

Details

All functions require more to specify this distribution. This should be a list containing

• fn The distribution specified.

• dfdx The derivative of fn with respect to states.

• dfdp The derivative of fn with respect to parameters.

• d2fdx2 The second derivative of fn with respect to states.

• d2fdxdp The cross derivative of fn with respect to states and parameters.

For Cproc and Dproc this should specify the distribution; for SSEproc it should specify the right hand side of a differential equation.

Value

A list of functions that the process distribution

make.Cproc

creates functions to evaluate the distribution of the derivative of the state vector given the current state for continuous-time systems.

make.Dproc

creates functions to evaluate the distribution of the next time point of the state vector given the current state for discrete-state systems.

make.SSEproc

treats the distribution of the derivative as an independent gaussian and cacluates weighted sums of squared errors between derivatives and the prediction from the current state.

See Also

LS.setup, multinorm.setup

Examples

# FitzHugh-Nagumo Equations

proc = make.SSEproc()
proc$more = make.fhn()

# Henon Map

proc = make.Dproc()
proc$more = make.Henon


# SEIR with multivariate normal transitions

proc = make.Cproc()
proc$more = make.multinorm()
proc$more$more = c(make.SEIR(),make.var.SEIR())