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sdetorus

Statistical Tools for Toroidal Diffusions

v0.1.10 · Mar 1, 2024 · GPL-3

Description

Implementation of statistical methods for the estimation of toroidal diffusions. Several diffusive models are provided, most of them belonging to the Langevin family of diffusions on the torus. Specifically, the wrapped normal and von Mises processes are included, which can be seen as toroidal analogues of the Ornstein-Uhlenbeck diffusion. A collection of methods for approximate maximum likelihood estimation, organized in four blocks, is given: (i) based on the exact transition probability density, obtained as the numerical solution to the Fokker-Plank equation; (ii) based on wrapped pseudo-likelihoods; (iii) based on specific analytic approximations by wrapped processes; (iv) based on maximum likelihood of the stationary densities. The package allows the replicability of the results in García-Portugués et al. (2019) <doi:10.1007/s11222-017-9790-2>.

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Eduardo García-Portugués <edgarcia@est-econ.uc3m.es>’

The BugReports field in DESCRIPTION has
  https://github.com/egarpor/sdetorus
which should likely be
  https://github.com/egarpor/sdetorus/issues
instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Eduardo García-Portugués <edgarcia@est-econ.uc3m.es>’

The BugReports field in DESCRIPTION has
  https://github.com/egarpor/sdetorus
which should likely be
  https://github.com/egarpor/sdetorus/issues
instead.
OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

*


            
OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  9.7Mb
  sub-directories of 1Mb or more:
    libs   8.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 10.0Mb
  sub-directories of 1Mb or more:
    libs   9.1Mb
OK r-oldrel-windows-x86_64

*


            
OK r-patched-linux-x86_64

*


            
OK r-release-linux-x86_64

*


            
OK r-release-macos-arm64

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OK r-release-macos-x86_64

*


            
OK r-release-windows-x86_64

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Check History

NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Eduardo García-Portugués <edgarcia@est-econ.uc3m.es>’

The BugReports field in DESCRIPTION has
  https://github.com/egarpor/sdetorus
which should likely be
  https://github.com/egarpor/sdetorus/issues
instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Eduardo García-Portugués <edgarcia@est-econ.uc3m.es>’

The BugReports field in DESCRIPTION has
  https://github.com/egarpor/sdetorus
which should likely be
  https://github.com/egarpor/sdetorus/issues
instead.
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  9.7Mb
  sub-directories of 1Mb or more:
    libs   8.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 10.0Mb
  sub-directories of 1Mb or more:
    libs   9.1Mb

Reverse Dependencies (2)

imports

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Dependency Network

Dependencies Reverse dependencies Rcpp mvtnorm ridgetorus polykde sdetorus

Version History

new 0.1.10 Mar 9, 2026