MsdeParEst: Parametric Estimation in Mixed-Effects Stochastic Differential Equations

Parametric estimation in stochastic differential equations with random effects in the drift, or in the diffusion or both. Approximate maximum likelihood methods are used. M. Delattre, V. Genon-Catalot and A. Samson (2012) <doi:10.1111/j.1467-9469.2012.00813.x> M. Delattre, V. Genon-Catalot and A. Samson (2015) <doi:10.1051/ps/2015006> M. Delattre, V. Genon-Catalot and A. Samson (2016) <doi:10.1016/j.jspi.2015.12.003>.

Package details

AuthorMaud Delattre [aut, cre], Charlotte Dion [aut]
MaintainerMaud Delattre <maud.delattre@agroparistech.fr>
LicenseGPL (>= 2)
Version1.7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MsdeParEst")

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MsdeParEst documentation built on May 2, 2019, 3:01 a.m.