mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models
Version 3.0

Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function. S. Hermann, K. Ickstadt and C. Mueller (2016) M. Delattre, V. Genon-Catalot and A. Samson (2012) F. Comte, V. Genon-Catalot and A. Samson (2013) V. Genon-Catalot and C. Laredo (2014) C. Dion and V. Genon-Catalot (2015) .

Package details

AuthorCharlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut]
Date of publication2017-08-04 13:48:37 UTC
MaintainerCharlotte Dion <charlotte.dion1@gmail.com>
LicenseGPL (>= 2)
URL https://cran.r-project.org
Package repositoryView on CRAN
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mixedsde documentation built on Aug. 4, 2017, 5:02 p.m.