timedelay: Time Delay Estimation for Stochastic Time Series of Gravitationally Lensed Quasars

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.

Version: 1.0.5
Depends: R (≥ 2.2.0), mnormt (≥ 1.5-1)
Published: 2016-12-13
Author: Hyungsuk Tak, Kaisey Mandel, David A. van Dyk, Vinay L. Kashyap, Xiao-Li Meng, and Aneta Siemiginowska
Maintainer: Hyungsuk Tak <hyungsuk.tak at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: timedelay results


Reference manual: timedelay.pdf
Package source: timedelay_1.0.5.tar.gz
Windows binaries: r-devel: timedelay_1.0.4.zip, r-release: timedelay_1.0.4.zip, r-oldrel: timedelay_1.0.4.zip
OS X Mavericks binaries: r-release: timedelay_1.0.4.tgz, r-oldrel: timedelay_1.0.4.tgz
Old sources: timedelay archive


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