smde: Sparse Multivariate Differential Equations
In smde: Sparse Multivariate Differential Equations
Description
Estimation of coefficients in multivariate ordinary or stochastic
differential equations using l1-penalized nonlinear least squares methods.
Details
Package: smde
Type: Package
Version: 0.3
Date: 2014-01-17
License: GPL (>= 2)
LazyLoad: yes
Estimation of coefficients in multivariate and high dimensional models of dynamic
systems modeled using ordinary or stochastic differential equations. The methods
are based on l1-penalized nonlinear least squares to yield sparse representations.
Author(s)
Niels Richard Hansen Niels.R.Hansen@math.ku.dk
smde documentation built on May 2, 2019, 4:58 p.m.
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Description
Estimation of coefficients in multivariate ordinary or stochastic differential equations using l1-penalized nonlinear least squares methods.
Details
| Package: | smde |
| Type: | Package |
| Version: | 0.3 |
| Date: | 2014-01-17 |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
Estimation of coefficients in multivariate and high dimensional models of dynamic systems modeled using ordinary or stochastic differential equations. The methods are based on l1-penalized nonlinear least squares to yield sparse representations.
Author(s)
Niels Richard Hansen Niels.R.Hansen@math.ku.dk
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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