charlottedion/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. S. Hermann, K. Ickstadt and C. Mueller (2016) <doi:10.1002/asmb.2175> M. Delattre, V. Genon-Catalot and A. Samson (2012) <doi:10.1111/j.1467-9469.2012.00813.x> F. Comte, V. Genon-Catalot and A. Samson (2013) <doi:10.1016/j.spa.2013.04.009> V. Genon-Catalot and C. Laredo (2014) <doi:10.1080/02331888.2016.1141910> C. Dion and V. Genon-Catalot (2015) <doi:10.1007/s11203-015-9122-0>.
Getting started
Browse package contents
Package details |
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| Author | Charlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut] |
| Maintainer | Charlotte Dion <charlotte.dion@upmc.fr> |
| License | GPL (>= 2) |
| Version | 4.0 |
| URL | https://cran.r-project.org |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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