charlottedion/mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models
Version 4.0

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) .

Getting started

Package details

AuthorCharlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut]
MaintainerCharlotte Dion <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
charlottedion/mixedsde documentation built on March 23, 2018, 11:17 a.m.