On Thu, Nov 16, 2006 at 02:55:07PM +0100, Massimo Fenati
wrote:> Dear colleagues,
> I?m a new R-help user. I?ve read the advertisements about
> the good manners and I hope to propose a good question.
> I?m using R to build an epidemiological SEIR model based
> on ODEs. The odesolve package is very useful to solve
> deterministic ODE systems but I?d like to perform a
> stochastic simulation based on Markov chain Montecarlo
> methods. I don?t know which packages could be used to do
> it (I tried with "sde" but without results).
> Have you some suggestions about useful methods and/or
> function in R for reaching my aim.
Hi Max,
I don't know what SEIR is. R has some MCMC packages
(RSiteSearch("MCMC") will help you there), but it is easy to write a
Metropolis/Gibbs sampler yourself, making use of the structure of your
problem.
The sde package is for approximating likelihoods of continuous time
stochastic differential equations (which is a difficult problem by
itself).
It is hard to give more advice without knowing what you are trying to
achieve -- it is good that you have read the posting guide, but please
give more details if you want more specific answers.
HTH,
Tamas