mixediffusion: Mixed-Effects Diffusion Models with General Drift

Provides tools for likelihood-based inference in one-dimensional stochastic differential equations with mixed effects using expectation–maximization (EM) algorithms. The package supports Wiener and Ornstein–Uhlenbeck diffusion processes with user-specified drift functions, allowing flexible parametric forms including polynomial, exponential, and trigonometric structures. Estimation is performed via Markov chain Monte Carlo EM.

Getting started

Package details

AuthorPedro Abraham Montoya Calzada [aut, cre, cph] (ORCID: <https://orcid.org/0009-0002-3497-210X>), Rogelio Salinas Gutiérrez [aut, cph] (ORCID: <https://orcid.org/0000-0002-1669-4460>), Silvia Rodríguez-Narciso [aut, cph] (ORCID: <https://orcid.org/0000-0001-5429-5914>), Netzahualcóyotl Castañeda-Leyva [aut, cph] (ORCID: <https://orcid.org/0000-0001-9414-3923>)
MaintainerPedro Abraham Montoya Calzada <pedroabraham.montoya@gmail.com>
LicenseGPL-3
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mixediffusion")

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mixediffusion documentation built on March 20, 2026, 5:10 p.m.