Statistical Tools for Toroidal Diffusions

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Documentation for package ‘sdetorus’ version 0.1.10

• DESCRIPTION file.
• Package NEWS.

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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