文件列表:

sde_1.4.1 (0, 2007-12-05)
sde_1.4.1\CHANGES (6570, 2007-12-05)
sde_1.4.1\demo_sdefile.m (4826, 2007-11-05)
sde_1.4.1\fminsearchbnd.m (4679, 2005-09-23)
sde_1.4.1\LICENSE (15362, 2007-04-16)
sde_1.4.1\manual.pdf (3481058, 2007-12-05)
sde_1.4.1\models_library (0, 2007-12-05)
sde_1.4.1\models_library\M10_sdefile.m (4458, 2007-11-19)
sde_1.4.1\models_library\M1_sdefile.m (4367, 2007-11-05)
sde_1.4.1\models_library\M2_sdefile.m (4385, 2007-11-05)
sde_1.4.1\models_library\M3_sdefile.m (4391, 2007-11-05)
sde_1.4.1\models_library\M4_sdefile.m (4380, 2007-11-05)
sde_1.4.1\models_library\M5_sdefile.m (4488, 2007-11-05)
sde_1.4.1\models_library\M6_sdefile.m (4428, 2007-11-05)
sde_1.4.1\models_library\M7_sdefile.m (4424, 2007-11-05)
sde_1.4.1\models_library\M8_sdefile.m (4417, 2007-11-05)
sde_1.4.1\models_library\M9_sdefile.m (5752, 2007-11-05)
sde_1.4.1\perctile.m (2165, 2007-02-25)
sde_1.4.1\sampledata1.dat (13193, 2007-11-21)
sde_1.4.1\sampledata2.dat (42186, 2007-11-21)
sde_1.4.1\sampledata3.dat (7979, 2007-11-22)
sde_1.4.1\SDE_compute_hessian.m (8720, 2007-12-04)
sde_1.4.1\SDE_demo.m (16663, 2007-12-02)
sde_1.4.1\SDE_demo_interactive_settings.m (4857, 2007-12-04)
sde_1.4.1\SDE_euler.m (4782, 2007-12-03)
sde_1.4.1\SDE_euler_demo.m (3525, 2007-12-03)
sde_1.4.1\SDE_getdata.m (2534, 2007-11-13)
sde_1.4.1\SDE_graph.m (7168, 2007-12-04)
sde_1.4.1\SDE_integrator.m (3232, 2007-12-04)
sde_1.4.1\SDE_kurtosis.m (1052, 2007-11-05)
sde_1.4.1\SDE_library_optsetup.m (2015, 2007-11-05)
sde_1.4.1\SDE_library_run.m (13241, 2007-12-04)
sde_1.4.1\SDE_library_setup.m (53345, 2007-12-04)
sde_1.4.1\SDE_makelabel.m (2144, 2007-11-05)
sde_1.4.1\SDE_milstein.m (5155, 2007-11-13)
sde_1.4.1\SDE_milstein_demo.m (3540, 2007-11-24)
sde_1.4.1\SDE_model_description.m (5646, 2007-11-19)
sde_1.4.1\SDE_moment.m (1245, 2007-11-05)
sde_1.4.1\SDE_NPSML.m (6414, 2007-12-05)
... ...

SDE TOOLBOX - SIMULATION AND ESTIMATION OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MATLAB "SDE Toolbox" is a MATLAB package for simulating sample paths of the solution of a Ito or Stratonovich stochastic differential equation (SDE), estimate parameters from data and visualize statistics. Users may simulate an SDE chosen from the provided models-library or implement their own one. Run SDE_demo.m for a quick tour and read the user's guide (manual.pdf) for a detailed description of the package. Project web-page: http://sdetoolbox.sourceforge.net Copyright (C) 2007, Umberto Picchini umberto.picchini@biomatematica.it http://www.biomatematica.it/pages/picchini.html DOWNLOAD --------------------------------------------------------------------------- Available at http://sdetoolbox.sourceforge.net REQUIREMENTS --------------------------------------------------------------------------- MATLAB 6.x or above. Operative systems: any MATLAB supported platform. This version of the SDE Toolbox has been tested with Matlab 6.5 and 7.3. GENERAL INFORMATIONS, INSTALLATION AND TUTORIALS --------------------------------------------------------------------------- Read manual.pdf in the SDE Toolbox folder or browse the following http://sdetoolbox.sourceforge.net/manual.pdf Further informations are available at http://sdetoolbox.sourceforge.net SDE Toolbox contains the following files -------------------------------------------------------------------------------------------------------------------------------------------------------------- CHANGES lists the SDE Toolbox hystory of changes demo_sdefile.m SDE model definition for SDE_demo.m fminsearchbnd.m Nelder-Mead simplex (by John D'Errico, woodchips@rochester.rr.com) M1_sdefile.m SDE definition for model M1 M2_sdefile.m SDE definition for model M2 M3_sdefile.m SDE definition for model M3 M4_sdefile.m SDE definition for model M4 M5_sdefile.m SDE definition for model M5 M6_sdefile.m SDE definition for model M6 M7_sdefile.m SDE definition for model M7 M8_sdefile.m SDE definition for model M8 M9_sdefile.m SDE definition for model M9 M10_sdefile.m SDE definition for model M10 LICENSE the license file manual.pdf the user's guide perctile.m a percentile calculator (by Peter J. Acklam, pjacklam@online.no) README this file SDE_compute_hessian.m Computes central approximation of Hessian free parameters with check on parameter bounds (originally written by Andrea De Gaetano, www.biomatematica.it) SDE_demo.m a demonstration file SDE_demo_interactive_settings.m Asks the user to provide interactively the simulation settings for SDE_demo.m SDE_euler.m SDE numerical integration with the Euler-Maruyama method SDE_euler_demo.m SDE numerical integration with the Euler-Maruyama method, created ad hoc for the SDE_demo.m SDE_getdata.m Load data from ASCII tab-delimited files SDE_graph.m Plots the data (if available), empirical mean, confidence intervals, quartiles and histograms from the SDE solution process SDE_integrator.m SDE numerical integration SDE_kurtosis.m Computes the sample kurtosis SDE_library_optsetup.m Setup for the optimization procedure SDE_library_run.m the model-library main routine SDE_library_setup.m Library setup: among other things define the number of the state variables and the parameters for the models of the library SDE_makelabel.m See the description section into SDE_makelabel.m SDE_milstein.m SDE numerical integration with the Milstein method SDE_milstein_demo.m SDE numerical integration with the Milstein method, created ad hoc for the SDE_demo.m and SDE_demo2.m SDE_model_description.m Gives the description of the chosen SDE model SDE_moment.m Computes sample moments SDE_NPSML.m A non-parametric parameter estimation procedure for Ito and Stratonovich SDEs SDE_NPSML_euler.m Euler-Maruyama integration to be used with SDE_NPSML.m SDE_NPSML_milstein.m Milstein integration to be used with SDE_NPSML.m SDE_param_mask.m Returns the vector of free parameters (originally written by Andrea De Gaetano, www.biomatematica.it) SDE_param_unmask.m Returns the complete (free + constant) parameter set (originally written by by Andrea De Gaetano, www.biomatematica.it) SDE_parcheck.m Checks that the free parameters are acceptable (originally written by by Andrea De Gaetano, www.biomatematica.it) SDE_ParConfInt.m Computes the asymptotic 95% confidence intervals for the approximated parameters MLE SDE_predict.m Linear interpolation of simulated trajectories: useful to generate data SDE_PSML.m Parametric Simulated Maximum Likelihood for Ito SDEs SDE_PSML_euler.m Transition density approximation using the Euler-Maruyama integration (to be used with SDE_PSML.m) sampledata1.dat An ASCII tab delimited file containing data generated from a one-dimensional SDE (read manual.pdf for details) sampledata2.dat An ASCII tab delimited file containing data generated from a two-dimensional SDE (read manual.pdf for details) sampledata3.dat An ASCII tab delimited file containing data generated from a one-dimensional SDE (read manual.pdf for details) SDE_skewness.m Computes the sample skewness SDE_split_sdeinput.m Split the sdefile input state-variables into separate slots SDE_stats.m Computes descriptive statistics at the process end-time SDE_xobsmatrix.m See the description section into SDE_xobsmatrix.m

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