Collocation Inference for Dynamic Systems

These functions implement collocation-inference for continuous-time and discrete-time stochastic processes. They provide model-based smoothing, gradient-matching, generalized profiling and forwards prediction error methods.


Software and datasets to support three books:

Reference manual

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1.0.4 by Giles Hooker, 5 years ago

Browse source code at

Authors: Giles Hooker <[email protected]> , Luo Xiao <[email protected]> , James Ramsay <[email protected]>

Documentation:   PDF Manual  

Task views: Differential Equations

GPL (>= 2) license

Imports MASS, Matrix, spam, deSolve, methods

Depends on fda

Suggests pomp, SparseM, subplex, trust, maxLik

See at CRAN