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Infer constant and stochastic, time-dependent parameters to consider intrinsic stochasticity of a dynamic model and/or to analyze model structure modifications that could reduce model deficits. The concept is based on inferring time-dependent parameters as stochastic processes in the form of Ornstein-Uhlenbeck processes jointly with inferring constant model parameters and parameters of the Ornstein-Uhlenbeck processes. The package also contains functions to sample from and calculate densities of Ornstein-Uhlenbeck processes. References: Tomassini, L., Reichert, P., Kuensch, H.-R. Buser, C., Knutti, R. and Borsuk, M.E. (2009), A smoothing algorithm for estimating stochastic, continuous-time model parameters and its application to a simple climate model, Journal of the Royal Statistical Society: Series C (Applied Statistics) 58, 679-704, <doi:10.1111/j.1467-9876.2009.00678.x> Reichert, P., and Mieleitner, J. (2009), Analyzing input and structural uncertainty of nonlinear dynamic models with stochastic, time-dependent parameters. Water Resources Research, 45, W10402, <doi:10.1029/2009WR007814> Reichert, P., Ammann, L. and Fenicia, F. (2021), Potential and challenges of investigating intrinsic uncertainty of hydrological models with time-dependent, stochastic parameters. Water Resources Research 57(8), e2020WR028311, <doi:10.1029/2020WR028311> Reichert, P. (2022), timedeppar: An R package for inferring stochastic, time-dependent model parameters, in preparation.
| Version: | 1.0.3 |
| Depends: | mvtnorm |
| Published: | 2023-08-28 |
| DOI: | 10.32614/CRAN.package.timedeppar |
| Author: | Peter Reichert |
| Maintainer: | Peter Reichert <peter.reichert at emeriti.eawag.ch> |
| BugReports: | https://gitlab.com/p.reichert/timedeppar/-/issues |
| License: | GPL-3 |
| URL: | https://gitlab.com/p.reichert/timedeppar |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | timedeppar results |
| Reference manual: | timedeppar.pdf |
| Package source: | timedeppar_1.0.3.tar.gz |
| Windows binaries: | r-devel: timedeppar_1.0.3.zip, r-release: timedeppar_1.0.3.zip, r-oldrel: timedeppar_1.0.3.zip |
| macOS binaries: | r-release (arm64): timedeppar_1.0.3.tgz, r-oldrel (arm64): timedeppar_1.0.3.tgz, r-release (x86_64): timedeppar_1.0.3.tgz, r-oldrel (x86_64): timedeppar_1.0.3.tgz |
| Old sources: | timedeppar archive |
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These binaries (installable software) and packages are in development.
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