Collocation Inference for Dynamic Systems
Chemostat Example Data
Rosenzweig-MacArthur Model Applied to Chemostat Data
CollocInfer internal functions
Collocation Inference in R
Diagnostic PLots for CollocInfer
FitzHugh-Nagumo data
Estimated Parameters for FitzHugh-Nagumo data
Estimating Hidden States
forward.prediction.error
Inner Optimization Functions
IntegrateForward
Finite Difference Functions
Observation Process Distribution Function
Log Transforms
Process Distributions
Transfer Functions
Variance Functions
North Shore data
Outer Optimization Functions
Estimate of Parameters from Smooth
Profile.covariance
Profile Estimation Functions
Profile Estimation with Collocation Inference
SEIR data
Setup Functions for proc and lik objects
Model-Based Smoothing Functions
Spline Estimation Functions
These functions implement collocation-inference for continuous-time and discrete-time stochastic processes. They provide model-based smoothing, gradient-matching, generalized profiling and forwards prediction error methods.