make.proc {CollocInfer} | R Documentation |
Functions to define process distributions in the collocation inference package.
make.Dproc() make.Cproc() make.SSEproc()
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.
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. |
# 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())