Package: pCODE 0.9.4

pCODE: Estimation of an Ordinary Differential Equation Model by Parameter Cascade Method

An implementation of the parameter cascade method Ramsay, J. O., Hooker,G., Campbell, D., and Cao, J. (2007) <doi:10.1111/j.1467-9868.2007.00610.x> for estimating ordinary differential equation models with missing or complete observations. It combines smoothing method and profile estimation to estimate any non-linear dynamic system. The package also offers variance estimates for parameters of interest based on either bootstrap or Delta method.

Authors:Haixu Wang [aut, cre], Jiguo Cao [aut]

pCODE_0.9.4.tar.gz
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pCODE.pdf |pCODE.html
pCODE/json (API)
NEWS

# Install 'pCODE' in R:
install.packages('pCODE', repos = c('https://alex-haixuw.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/alex-haixuw/pcode/issues

On CRAN:

4.48 score 3 stars 6 scripts 215 downloads 4 exports 48 dependencies

Last updated 2 years agofrom:ecbfc5ef69. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 14 2024
R-4.5-winOKNov 14 2024
R-4.5-linuxOKNov 14 2024
R-4.4-winOKNov 14 2024
R-4.4-macOKNov 14 2024
R-4.3-winOKNov 14 2024
R-4.3-macOKNov 14 2024

Exports:bootsvardeltavarpcodetunelambda

Dependencies:ashbitopscliclustercolorspacedeSolvefansifarverfdafdsFNNggplot2gluegtablehdrcdeisobandkernlabKernSmoothkslabelinglatticelifecyclelocfitmagrittrMASSMatrixmclustmgcvmulticoolmunsellmvtnormnlmepcaPPpillarpkgconfigpracmaR6rainbowRColorBrewerRcppRCurlrlangscalestibbleutf8vctrsviridisLitewithr

Parameter cascade method for ODE models with pCODE

Rendered frompcode-vignette.Rmdusingknitr::rmarkdownon Nov 14 2024.

Last update: 2019-07-20
Started: 2019-07-14

Readme and manuals

Help Manual

Help pageTopics
Bootstrap variance estimator of structural parameters.bootsvar
Numeric estimation of variance of structural parameters by Delta method.deltavar
Inner objective function (Single dimension version)innerobj
Inner objective function (likelihood and multiple dimension version)innerobj_lkh
Inner objective function (Likelihood and Single dimension version)innerobj_lkh_1d
Inner objective function (multiple dimension version)innerobj_multi
Inner objective function (multiple dimension version with unobserved state variables)innerobj_multi_missing
Optimizer for non-linear least square problemsnls_optimize
Optimizer for non-linear least square problems (for inner objective functions)nls_optimize.inner
Outter objective function (Single dimension version)outterobj
Outter objective function (likelihood and multiple dimension version)outterobj_lkh
Outter objective function (likelihood and single dimension version)outterobj_lkh_1d
Outter objective function (multiple dimension version with unobserved state variables)outterobj_multi_missing
Outter objective function (multiple dimension version)outterobj_multi_nls
Parameter Cascade Method for Ordinary Differential Equation Modelspcode
Parameter Cascade Method for Ordinary Differential Equation Models (Single dimension version)pcode_1d
pcode_lkh (likelihood and multiple dimension version)pcode_lkh
Parameter Cascade Method for Ordinary Differential Equation Models (likelihood and Single dimension version)pcode_lkh_1d
Parameter Cascade Method for Ordinary Differential Equation Models with missing state variablepcode_missing
Evaluate basis objects over observation times and quadrature pointsprepare_basis
Find optimial penalty parameter lambda by cross-validation.tunelambda