timedeppar

Description

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.

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Maintainer: ‘Peter Reichert <peter.reichert@emeriti.eawag.ch>’

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  Authors@R: person(given = "Peter",
                    family = "Reichert",
                    role = c("aut", "cre"),
                    email = "peter.reichert@emeriti.eawag.ch")
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Maintainer: ‘Peter Reichert <peter.reichert@emeriti.eawag.ch>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Peter",
                    family = "Reichert",
                    role = c("aut", "cre"),
                    email = "peter.reichert@emeriti.eawag.ch")
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Maintainer: ‘Peter Reichert <peter.reichert@emeriti.eawag.ch>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Peter",
                    family = "Reichert",
                    role = c("aut", "cre"),
                    email = "peter.reichert@emeriti.eawag.ch")
as necessary.

Maintainer: ‘Peter Reichert <peter.reichert@emeriti.eawag.ch>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Peter",
                    family = "Reichert",
                    role = c("aut", "cre"),
                    email = "peter.reichert@emeriti.eawag.ch")
as necessary.

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