S4 class for the estimation results in the mixed SDE with random effects in the drift, in the diffusion or both
model
'OU' or 'CIR' (character)
drift.random
0, 1, 2, or c(1,2) (numeric)
diffusion.random
0 or 1 (numeric)
gridf
matrix of values on which the estimation of the density of the random effects in the drift is done (matrix)
gridg
matrix of values on which the estimation of the density of the random effects in the diffusion is done (matrix)
mu
estimator of the mean mu of the drift random effects (numeric)
omega
estimator of the variance of the drift random effects (numeric)
a
estimator of the shape of the Gamma distribution for the diffusion random effect (numeric)
lambda
estimator of the scale of the Gamma distribution for the diffusion random effect (numeric)
sigma2
estimated value of σ^2 if the diffusion coefficient is not random (numeric)
index
index of the valid trajectories for the considered model (numeric)
indexestim
index of the trajectories used for the estimation (numeric)
estimphi
matrix of the estimator of the drift random effects (matrix)
estimpsi2
vector of the estimator of the diffusion random effects σ_j^2 (numeric)
estimf
estimator of the (conditional) density of the drift random effects (numeric)
estimg
estimator of the density of σ_j^2 (numeric)
estim.drift.fix
1 if the user asked for the estimation of fixed parameter in the drift (numeric)
estim.diffusion.fix
1 if the user asked for the estimation of fixed diffusion coefficient (numeric)
discrete
1 if the estimation is based on the likelihood of discrete observations, 0 otherwise (numeric)
bic
bic (numeric)
aic
aic (numeric)
times
vector of observation times, storage of input variable (numeric)
X
matrix of observations, storage of input variable (matrix)
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