Parameter estimation for birth-and-death processes
Project description
BirDePy: Birth-and-death processes in Python
BirDePy is a Python package for working with continuous time birth-and-death processes. It includes functions which can be used to approximate transition probabilities (birdepy.probability()
), estimate parameter values from data (birdepy.estimate()
), simulate sample paths (birdepy.simulate.discrete()
and birdepy.simulate.continuous()
) and generate forecasts (birdepy.forecast()
). The main focus of the package is the estimation of parameter values from discretely-observed sample paths, however the much more straightforward case of estimation of parameter values from continuously observed sample paths is also included.
Please visit our website: https://birdepy.github.io/
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