EstSimPDMP: Estimation and Simulation for PDMPs

This package deals with the estimation of the jump rate for piecewise-deterministic Markov processes (PDMPs), from only one observation of the process within a long time. The main functions provide an estimate of this function. The state space may be discrete or continuous. The associated paper has been published in Scandinavian Journal of Statistics and is given in references. Other functions provide a method to simulate random variables from their (conditional) hazard rate, and then to simulate PDMPs.

Version: 1.2
Published: 2014-11-26
Author: Romain Azais
Maintainer: Romain Azais <romain.azais at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: EstSimPDMP results


Reference manual: EstSimPDMP.pdf
Package source: EstSimPDMP_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: EstSimPDMP_1.2.tgz
OS X Mavericks binaries: r-oldrel: EstSimPDMP_1.2.tgz
Old sources: EstSimPDMP archive


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