sdetorus: Statistical Tools for Toroidal Diffusions
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 reproducibility of the
results in García-Portugués et al. (2019) <doi:10.1007/s11222-017-9790-2>.
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