Freq.fit-class: S4 class for the frequentist estimation results

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

Description

S4 class for the frequentist estimation results

Slots

model

character 'OU' or 'CIR'

random

numeric 1, 2, or c(1,2)

fixed

numeric value of the fixed effect if there is one

gridf

matrix of values on which the estimated is done

mu

numeric MLE estimator for parametric approach

omega

numeric MLE estimator for parametric approach

cutoff

value of the cutoff if there is one

sigma2

numeric estimated value of σ^2

estimf.trunc

matrix estimator of the density of φ for the truncated estimateur of the random effects

estimphi.trunc

matrix truncated estimator of the random effects

index

index of the used trajectories

estimphi

matrix of the estimator of the random effects

estimf

estimator of the density of φ

estim.fixed

estimator of the fixed parameter if option estim.fix = 1

estim.fix

1 if the user asked for the estimation of fixed parameter

bic

numeric bic

aic

numeric aic

times

vector of observation times, storage of input variable

X

matrix of observations, storage of input variable

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