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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "sdetorus" in publications use:'
type: software
license: GPL-3.0-only
title: 'sdetorus: Statistical Tools for Toroidal Diffusions'
version: 0.1.10
identifiers:
- type: doi
  value: 10.32614/CRAN.package.sdetorus
abstract: '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)
  <https://doi.org/10.1007/s11222-017-9790-2>.'
authors:
- family-names: García-Portugués
  given-names: Eduardo
  email: edgarcia@est-econ.uc3m.es
  orcid: https://orcid.org/0000-0002-9224-4111
preferred-citation:
  type: manual
  title: 'sdetorus: Statistical Tools for Toroidal Diffusions'
  authors:
  - family-names: García-Portugués
    given-names: Eduardo
    email: edgarcia@est-econ.uc3m.es
    orcid: https://orcid.org/0000-0002-9224-4111
  year: '2024'
  notes: R package version 0.1.10
  url: https://CRAN.R-project.org/package=sdetorus
repository: https://CRAN.R-project.org/package=sdetorus
repository-code: https://github.com/egarpor/sdetorus
url: https://github.com/egarpor/sdetorus
date-released: '2024-03-01'
contact:
- family-names: García-Portugués
  given-names: Eduardo
  email: edgarcia@est-econ.uc3m.es
  orcid: https://orcid.org/0000-0002-9224-4111
references:
- type: article
  title: 'Langevin diffusions on the torus: estimation and applications'
  authors:
  - family-names: García-Portugués
    given-names: Eduardo
  - family-names: S\orensen
    given-names: Michael
  - family-names: Mardia
    given-names: Kanti V.
  - family-names: Hamelryck
    given-names: Thomas
  journal: Statistics and Computing
  year: '2019'
  volume: '29'
  issue: '2'
  url: https://doi.org/10.1007/s11222-017-9790-2
  start: '1'
  end: '22'