文章基本信息

标题：CollocInfer: Collocation Inference in Differential Equation Models
本地全文：下载
作者：Giles Hooker ; James O. Ramsay ; Luo Xiao 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2016
卷号：75
期号：1
页码：1-52
语种：English
出版社：University of California, Los Angeles
摘要：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.
关键词：differential equation;collocation;profiled estimation;smoothing