Package: timedeppar
Type: Package
Title: Infer Constant and Stochastic, Time-Dependent Model Parameters
Version: 1.0.3
Date: 2023-08-28
Author: Peter Reichert <peter.reichert@emeriti.eawag.ch>
Maintainer: Peter Reichert <peter.reichert@emeriti.eawag.ch>
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.
License: GPL-3
Depends: mvtnorm
URL: https://gitlab.com/p.reichert/timedeppar
BugReports: https://gitlab.com/p.reichert/timedeppar/-/issues
Encoding: UTF-8
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2026-09-18 07:21:16 UTC; root
Repository: https://peterreichert.r-universe.dev
Date/Publication: 2023-08-28 12:47:58 UTC
RemoteUrl: https://github.com/cran/timedeppar
RemoteRef: HEAD
RemoteSha: ec600b2000adf72b69d470e618718c5e82d06dc0