Estimation of an Ordinary Differential Equation Model by Parameter Cascade Method
Bootstrap variance estimator of structural parameters.
Numeric estimation of variance of structural parameters by Delta metho...
Inner objective function (Single dimension version)
Inner objective function (likelihood and multiple dimension version)
Inner objective function (Likelihood and Single dimension version)
Inner objective function (multiple dimension version)
Inner objective function (multiple dimension version with unobserved s...
Optimizer for non-linear least square problems (for inner objective fu...
Optimizer for non-linear least square problems
Outter objective function (Single dimension version)
Outter objective function (likelihood and multiple dimension version)
Outter objective function (likelihood and single dimension version)
Outter objective function (multiple dimension version with unobserved ...
Outter objective function (multiple dimension version)
Parameter Cascade Method for Ordinary Differential Equation Models
Parameter Cascade Method for Ordinary Differential Equation Models (Si...
pcode_lkh (likelihood and multiple dimension version)
Parameter Cascade Method for Ordinary Differential Equation Models (li...
Parameter Cascade Method for Ordinary Differential Equation Models wit...
Evaluate basis objects over observation times and quadrature points
Find optimial penalty parameter lambda by cross-validation.
An implementation of the parameter cascade method in Ramsay, J. O., Hooker,G., Campbell, D., and Cao, J. (2007) for estimating ordinary differential equation models with missing or complete observations. It combines smoothing method and profile estimation to estimate any non-linear dynamic system. The package also offers variance estimates for parameters of interest based on either bootstrap or Delta method.