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

Package details

AuthorCharlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut]
MaintainerCharlotte Dion <[email protected]>
LicenseGPL (>= 2)
Version4.0
URL https://cran.r-project.org
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("charlottedion/mixedsde")
charlottedion/mixedsde documentation built on March 23, 2018, 11:17 a.m.