smde: Sparse Multivariate Differential Equations

Description Details Author(s)

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.

Related to smde in smde...