Package: timedelay
Version: 1.0.0
Date: 2015-05-21
Title: Time Delay Estimation for Stochastic Time Series of
        Gravitationally Lensed Quasars
Author: Hyungsuk Tak, Kaisey Mandel, David A. van Dyk, Vinay L. Kashyap, Xiao-Li Meng, and Aneta Siemiginowska
Maintainer: Hyungsuk Tak <hyungsuk.tak@gmail.com>
Depends: R (>= 2.2.0)
Imports: stats
Description: We provide a toolbox to estimate the time delay between the brightness time series of gravitationally lensed quasar images via Bayesian and profile likelihood approaches. The model is based on a state-space representation for  irregularly observed time series data generated from a latent continuous-time Ornstein-Uhlenbeck process. Our Bayesian method adopts scientifically motivated hyper-prior distributions and a Metropolis-Hastings within Gibbs sampler, producing posterior samples of the model parameters that include the time delay. A profile likelihood of the time delay is a simple approximation to the marginal posterior distribution of the time delay. Both Bayesian and profile likelihood approaches complement each other, producing almost identical results; the Bayesian way is more principled but the profile likelihood is easier to implement.
License: GPL-2
Packaged: 2015-07-20 02:19:49 UTC; hyungsuktak
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-07-20 11:18:19
