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CollocInfer: Collocation Inference in Differential Equation Models

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  • Hooker, Giles
  • Ramsay, James O.
  • Xiao, Luo

Abstract

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.

Suggested Citation

  • Hooker, Giles & Ramsay, James O. & Xiao, Luo, 2016. "CollocInfer: Collocation Inference in Differential Equation Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 75(i02).
    • Handle: RePEc:jss:jstsof:v:075:i02
    DOI: http://hdl.handle.net/10.18637/jss.v075.i02
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    References listed on IDEAS

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    1. Hulin Wu & Hongqi Xue & Arun Kumar, 2012. "Numerical Discretization-Based Estimation Methods for Ordinary Differential Equation Models via Penalized Spline Smoothing with Applications in Biomedical Research," Biometrics, The International Biometric Society, vol. 68(2), pages 344-352, June.
    2. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
    3. J. O. Ramsay & G. Hooker & D. Campbell & J. Cao, 2007. "Parameter estimation for differential equations: a generalized smoothing approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 741-796, November.
    4. Giles Hooker, 2009. "Forcing Function Diagnostics for Nonlinear Dynamics," Biometrics, The International Biometric Society, vol. 65(3), pages 928-936, September.
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