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.

Getting started

Package details

AuthorCharlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut]
MaintainerCharlotte Dion <[email protected]>
LicenseGPL (>= 2)
URL https://cran.r-project.org/package=mixedsde
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the mixedsde package in your browser

Any scripts or data that you put into this service are public.

mixedsde documentation built on Oct. 5, 2018, 5:04 p.m.