Bayesian Prediction of Stochastic Processes

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Documentation for package ‘BaPreStoPro’ version 0.1

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BaPreStoPro-package Bayesian Prediction of Stochastic Processes
ad.propSd Adaptation of proposal standard deviation
BaPreStoPro Bayesian Prediction of Stochastic Processes
class.to.list Builds a list from class object
diagnostic Calculation of a proposal for burn-in phase and thinning rate
Diffusion-class S4 class of model informations for diffusion process
dNtoTimes Transformation of NHPP variables to event times
estimate Bayesian estimation
estimate-method Estimation for diffusion process
estimate-method Estimation for jump diffusion process
estimate-method Estimation for a non-homogeneous Poisson process
estimate-method Estimation for regression model
estimate-method Estimation for hidden diffusion process
estimate-method Estimation for hierarchical (mixed) hidden diffusion process
estimate-method Estimation for jump diffusion process
estimate-method Estimation for regression model dependent on Poisson process
estimate-method Estimation for hierarchical (mixed) diffusion model
estimate-method Estimation for the hierarchical (mixed) regression model
hiddenDiffusion-class S4 class of model informations for hidden diffusion process
hiddenmixedDiffusion-class S4 class of model informations for hierarchical (mixed) hidden diffusion process
InvMethod Inversion Method
jumpDiffusion-class S4 class of model informations for the jump diffusion process
jumpRegression-class S4 class of model informations for the jump regression model
Merton-class S4 class of model informations for a special jump diffusion process, called Merton model
mixedDiffusion-class S4 class of model informations for hierarchical (mixed) diffusion process model
mixedRegression-class S4 class of model informations for the hierarchical (mixed) regression model
NHPP-class S4 class of model informations for non-homogeneous Poisson process
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
plot-method Plot method for the Bayesian estimation results
pred.base Bayesian prediction function
predict-method Prediction for a diffusion process
predict-method Prediction for a jump diffusion process
predict-method Prediction for a non-homogeneous Poisson process
predict-method Prediction for a regression model
predict-method Prediction for a hidden diffusion process
predict-method Prediction for a hierarchical (mixed) hidden diffusion process model
predict-method Prediction for a jump diffusion process
predict-method Prediction for a regression model dependent on a Poisson process
predict-method Prediction for a hierarchical (mixed) diffusion process model
predict-method Prediction for a mixed regression model
prediction.intervals Bayesian prediction interval function
proposal Sampling from lognormal proposal density
proposalRatio Proposal ratio of lognormal proposal density
Regression-class S4 class of model informations for the regression model
RejSampling Rejection Sampling Algorithm
set.to.class Building of model classes
simulate-method Simulation of diffusion process
simulate-method Simulation of jump diffusion process
simulate-method Simulation of Poisson process
simulate-method Simulation of regression model
simulate-method Simulation of hidden diffusion process
simulate-method Simulation of hierarchical (mixed) hidden diffusion model
simulate-method Simulation of jump diffusion process
simulate-method Simulation of regression model dependent on Poisson process
simulate-method Simulation of hierarchical (mixed) diffusion model
simulate-method Simulation of hierarchical (mixed) regression model
TimestoN Transformation of event times to NHPP
Virkler Crack Growth