Bayesian Inference for Multivariate Stochastic Differential Equations

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Documentation for package ‘msde’ version 1.0.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

msde-package	msde: Bayesian Inference for Multivariate Stochastic Differential Equations
mou.loglik	Loglikelihood for multivariate Ornstein-Uhlenbeck process.
msde	msde: Bayesian Inference for Multivariate Stochastic Differential Equations
mvn.hyper.check	Argument checking for the default multivariate normal prior.
sde.diff	SDE diffusion function.
sde.drift	SDE drift function.
sde.examples	Example SDE models.
sde.init	MCMC initialization.
sde.loglik	SDE loglikelihood function.
sde.make.model	Create an SDE model object.
sde.post	MCMC sampler for the SDE posterior.
sde.prior	SDE prior function.
sde.sim	Simulation of multivariate SDE trajectories.
sde.valid	SDE data and parameter validators.
sde.valid.data	SDE data and parameter validators.
sde.valid.params	SDE data and parameter validators.