Estimation¶
Direct estimation¶
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Kramers-Moyal estimator |
Likelihood estimation¶
LikelihoodEstimator
(transition, **kwargs)Likelihood-based estimator
ELBOEstimator
([model, transition])Maximize the Evidence lower bound.
EMEstimator
(transition, *args[, tol, ...])Maximize the likelihood using Expectation-maximization algorithm TODO: Replace all history by a callback
Overdamped Transition density¶
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Class which represents the exact transition density for a model (when available) |
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Class which represents the Euler approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density |
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Class which represents the Elerian (Milstein) approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density |
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Class which represents the Kessler approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density |
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Class which represents the Drozdov approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density |