folie.EulerDensity

class folie.EulerDensity(model)

Class which represents the Euler approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density

check_dim(dim, **kwargs)

Set correct dimension for latter evaluation

e_step(weight, trj, coefficients, mu0, sig0)

In presence of hidden variables, reconstruct then using a Kalman Filter. Assume that the model is an OverdampedHidden model

hiddencorrection(weight, trj, coefficients)

Compute Likelihood of one trajectory

preprocess_traj(trj, **kwargs)

Basic preprocessing

property model

Access to the underlying model

Examples using folie.EulerDensity

Overdamped Langevin Estimation

Overdamped Langevin Estimation

Hidden Overdamped Langevin Estimation

Hidden Overdamped Langevin Estimation

Likelihood functions

Likelihood functions

ABMD biased dynamics

ABMD biased dynamics

1D Biased Double Well

1D Biased Double Well

1D Double Well

1D Double Well

2D Biased Double Well

2D Biased Double Well