msde-package |
msde: Bayesian Inference for Multivariate Stochastic Differential Equations |
mou.loglik |
Loglikelihood for multivariate Ornstein-Uhlenbeck process. |
msde |
msde: Bayesian Inference for Multivariate Stochastic Differential Equations |
mvn.hyper.check |
Argument checking for the default multivariate normal prior. |
sde.diff |
SDE diffusion function. |
sde.drift |
SDE drift function. |
sde.examples |
Example SDE models. |
sde.init |
MCMC initialization. |
sde.loglik |
SDE loglikelihood function. |
sde.make.model |
Create an SDE model object. |
sde.post |
MCMC sampler for the SDE posterior. |
sde.prior |
SDE prior function. |
sde.sim |
Simulation of multivariate SDE trajectories. |
sde.valid |
SDE data and parameter validators. |
sde.valid.data |
SDE data and parameter validators. |
sde.valid.params |
SDE data and parameter validators. |