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Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
CollocInfer: Collocation Inference in Differential Equation Models | Hooker | Journal of Statistical Software
Authors: Giles Hooker, James O. Ramsay, Luo Xiao
Title: CollocInfer: Collocation Inference in Differential Equation Models
Abstract: This monograph details the implementation and use of the CollocInfer package in R for smoothing-based estimation of continuous-time nonlinear dynamic systems. These routines represent an extension of the generalized profiling methods in Ramsay, Hooker, Campbell, and Cao (2007) for estimating parameters in nonlinear ordinary differential equations. An interface to the fda package is included. The package also supports discretetime systems. We describe the methodological and computational framework and the necessary steps to use the software. Equivalent functionality is available in MATLAB.

Page views:: 1274. Submitted: 2014-05-11. Published: 2016-11-19.
Paper: CollocInfer: Collocation Inference in Differential Equation Models     Download PDF (Downloads: 410)
Supplements:
CollocInfer_1.0.4.tar.gz: R source package Download (Downloads: 35; 937KB)
v75i02.R: R replication code Download (Downloads: 35; 26KB)

DOI: 10.18637/jss.v075.i02

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