EstParamNormal: Maximization Of The Log Likelihood In Mixed Stochastic...

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

Description

Maximization of the loglikelihood of the mixed SDE with Normal distribution of the random effects dXj(t)= (α_j- β_j Xj(t))dt + σ a(Xj(t)) dWj(t), done with likelihoodNormal

Usage

EstParamNormal(U, V, K, random, estim.fix, fixed = 0)

Arguments

U	matrix of M sufficient statistics U
V	list of the M sufficient statistics matrix V
K	number of times of observations
random	random effects in the drift: 1 if one additive random effect, 2 if one multiplicative random effect or c(1,2) if 2 random effects.
estim.fix	1 if the fixed parameter is estimated, when random 1 or 2 , 0 otherwise
fixed	value of the fixed parameter if known (not estimated)

Value

mu	estimated value of the mean
Omega	estimated value of the variance
BIChere	BIC indicator
AIChere	AIC indicator

charlottedion/mixedsde documentation built on May 13, 2019, 3:35 p.m.