{ "_id": "6a1bfc621d7bb097a0a28108", "Package": "sdetorus", "Type": "Package", "Title": "Statistical Tools for Toroidal Diffusions", "Version": "0.1.10", "Date": "2024-03-01", "Authors@R": "person(given = \"Eduardo\", family = \"García-Portugués\",\nrole = c(\"aut\", \"cre\"),\nemail = \"edgarcia@est-econ.uc3m.es\",\ncomment = c(ORCID = \"0000-0002-9224-4111\"))", "Description": "Implementation of statistical methods for the estimation\nof toroidal diffusions. Several diffusive models are provided,\nmost of them belonging to the Langevin family of diffusions on\nthe torus. Specifically, the wrapped normal and von Mises\nprocesses are included, which can be seen as toroidal analogues\nof the Ornstein-Uhlenbeck diffusion. A collection of methods\nfor approximate maximum likelihood estimation, organized in\nfour blocks, is given: (i) based on the exact transition\nprobability density, obtained as the numerical solution to the\nFokker-Plank equation; (ii) based on wrapped\npseudo-likelihoods; (iii) based on specific analytic\napproximations by wrapped processes; (iv) based on maximum\nlikelihood of the stationary densities. The package allows the\nreplicability of the results in García-Portugués et al. (2019)\n.", "License": "GPL-3", "URL": "https://github.com/egarpor/sdetorus", "BugReports": "https://github.com/egarpor/sdetorus", "Encoding": "UTF-8", "RoxygenNote": "7.2.3", "Roxygen": "list(old_usage = TRUE)", "Repository": "https://egarpor.r-universe.dev", "Date/Publication": "2024-03-01 11:08:23 UTC", "RemoteUrl": "https://github.com/egarpor/sdetorus", "RemoteRef": "HEAD", "RemoteSha": "1e293b68bded754ac7ec3260fac0aeb7debbaf84", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-31 09:06:26 UTC", "User": "root" }, "Author": "Eduardo García-Portugués [aut, cre] (ORCID:\n)", "Maintainer": "Eduardo García-Portugués ", "MD5sum": "1318a6e39917484b9a1166ffc9ec63ee", "_user": "egarpor", "_type": "src", "_file": "sdetorus_0.1.10.tar.gz", "_fileid": "861c4de328649159d739a1dffce246402f1f6f59691b58db44315a752155d5b4", "_filesize": 1432788, "_sha256": "861c4de328649159d739a1dffce246402f1f6f59691b58db44315a752155d5b4", "_created": "2026-05-31T09:06:26.000Z", "_published": 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dependency", "time": 1709291303 }, "_maintainer": { "name": "Eduardo García-Portugués", "email": "edgarcia@est-econ.uc3m.es", "orcid": "0000-0002-9224-4111" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.6.0", "role": "Depends" }, { "package": "Rcpp", "role": "Depends" }, { "package": "mvtnorm", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "rgl", "role": "Suggests" }, { "package": "Bessel", "role": "Suggests" }, { "package": "manipulate", "role": "Suggests" } ], "_owner": "egarpor", "_selfowned": true, "_usedby": 1, "_updates": [], "_tags": [], "_topics": [ "circular-statistics", "inference", "maximum-likelihood", "reproducible-research", "sde", "statistics", "toroidal-data", "openblas", "cpp" ], "_stars": 7, "_contributors": [ { "user": "egarpor", "count": 33, "uuid": 1271286 }, { "user": "eddelbuettel", "count": 1, "uuid": 673121 } ], "_userbio": { "uuid": 1271286, 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"title": "Crank-Nicolson finite difference scheme for the 2D Fokker-Planck equation with periodic boundaries", "topics": [ "crankNicolson2D" ] }, { "page": "dBvm", "title": "Bivariate Sine von Mises density", "topics": [ "constBvm", "dBvm" ] }, { "page": "diffCirc", "title": "Lagged differences for circular time series", "topics": [ "diffCirc" ] }, { "page": "dJp", "title": "Jones and Pewsey (2005)'s circular distribution", "topics": [ "constJp", "dJp" ] }, { "page": "dPsTpd", "title": "Wrapped Euler and Shoji-Ozaki pseudo-transition probability densities", "topics": [ "dPsTpd" ] }, { "page": "driftJp", "title": "Drift for the JP diffusion", "topics": [ "driftJp" ] }, { "page": "driftMixIndVm", "title": "Drift for the mivM diffusion", "topics": [ "driftMixIndVm" ] }, { "page": "driftMixVm", "title": "Drift for the mivM diffusion (circular case)", "topics": [ "driftMixVm" ] }, { "page": "driftMvm", "title": "Drift for the MvM diffusion", "topics": [ "driftMvm" ] }, { "page": "driftWn", "title": "Drift for the WN diffusion", "topics": [ "driftWn" ] }, { "page": "driftWn1D", "title": "Drift of the WN diffusion in 1D", "topics": [ "driftWn1D" ] }, { "page": "driftWn2D", "title": "Drift of the WN diffusion in 2D", "topics": [ "driftWn2D" ] }, { "page": "dStatWn2D", "title": "Stationary density of a WN diffusion (with diagonal diffusion matrix) in 2D", "topics": [ "dStatWn2D" ] }, { "page": "dTpdMou", "title": "Transition probability density of the multivariate OU diffusion", "topics": [ "covtMou", "dTpdMou", "meantMou" ] }, { "page": "dTpdOu", "title": "Transition probability density of the univariate OU diffusion", "topics": [ "covstOu", "dTpdOu", "meantOu", "vartOu" ] }, { "page": "dTpdPde1D", "title": "Transition probability density in 1D by PDE solving", "topics": [ "dTpdPde1D" ] }, { "page": "dTpdPde2D", "title": "Transition probability density in 2D by PDE solving", "topics": [ "dTpdPde2D" ] }, { "page": "dTpdWou", "title": "Conditional probability density of the 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the torus", "topics": [ "linesTorus3d" ] }, { "page": "logBesselI0Scaled", "title": "Efficient computation of Bessel related functions", "topics": [ "a1Inv", "logBesselI0Scaled" ] }, { "page": "logLikWouPairs", "title": "Loglikelihood of WN in 2D when only the initial and final points are observed", "topics": [ "logLikWouPairs" ] }, { "page": "mleMou", "title": "Maximum likelihood estimation of the multivariate OU diffusion", "topics": [ "mleMou" ] }, { "page": "mleOptimWrapper", "title": "Optimization wrapper for likelihood-based procedures", "topics": [ "mleOptimWrapper" ] }, { "page": "mleOu", "title": "Maximum likelihood estimation of the OU diffusion", "topics": [ "mleOu" ] }, { "page": "mlePde1D", "title": "MLE for toroidal process via PDE solving in 1D", "topics": [ "mlePde1D" ] }, { "page": "mlePde2D", "title": "MLE for toroidal process via PDE solving in 2D", "topics": [ "mlePde2D" ] }, { "page": "periodicTrapRule1D", "title": "Quadrature rules in 1D, 2D and 3D", "topics": [ 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