TheoMichelot/smoothSDE: Varying-coefficient stochastic differential equations

Provides functions to fit stochastic differential equations with time-varying parameters.

Getting started

Package details

AuthorTheo Michelot
MaintainerTheo Michelot <tm75@st-andrews.ac.uk>
LicenseGPL-3
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("TheoMichelot/smoothSDE")
TheoMichelot/smoothSDE documentation built on Jan. 26, 2024, 6:41 p.m.