Estimation of an Ordinary Differential Equation Model by Parameter Cascade Method


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Documentation for package ‘pCODE’ version 0.9.4

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bootsvar Bootstrap variance estimator of structural parameters.
deltavar Numeric estimation of variance of structural parameters by Delta method.
innerobj Inner objective function (Single dimension version)
innerobj_lkh Inner objective function (likelihood and multiple dimension version)
innerobj_lkh_1d Inner objective function (Likelihood and Single dimension version)
innerobj_multi Inner objective function (multiple dimension version)
innerobj_multi_missing Inner objective function (multiple dimension version with unobserved state variables)
nls_optimize Optimizer for non-linear least square problems
nls_optimize.inner Optimizer for non-linear least square problems (for inner objective functions)
outterobj Outter objective function (Single dimension version)
outterobj_lkh Outter objective function (likelihood and multiple dimension version)
outterobj_lkh_1d Outter objective function (likelihood and single dimension version)
outterobj_multi_missing Outter objective function (multiple dimension version with unobserved state variables)
outterobj_multi_nls Outter objective function (multiple dimension version)
pcode Parameter Cascade Method for Ordinary Differential Equation Models
pcode_1d Parameter Cascade Method for Ordinary Differential Equation Models (Single dimension version)
pcode_lkh pcode_lkh (likelihood and multiple dimension version)
pcode_lkh_1d Parameter Cascade Method for Ordinary Differential Equation Models (likelihood and Single dimension version)
pcode_missing Parameter Cascade Method for Ordinary Differential Equation Models with missing state variable
prepare_basis Evaluate basis objects over observation times and quadrature points
tunelambda Find optimial penalty parameter lambda by cross-validation.