mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models

Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function.

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Package details

AuthorCharlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut]
MaintainerCharlotte Dion <charlotte.dion@upmc.fr>
LicenseGPL (>= 2)
URL https://cran.r-project.org/package=mixedsde
Package repositoryView on CRAN
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mixedsde documentation built on May 1, 2019, 7:33 p.m.