Parametric Estimation in Mixed-Effects Stochastic Differential Equations

Parametric estimation in stochastic differential equations with random effects in the drift, or in the diffusion or both. Approximate maximum likelihood methods are used. M. Delattre, V. Genon-Catalot and A. Samson (2012) M. Delattre, V. Genon-Catalot and A. Samson (2015) M. Delattre, V. Genon-Catalot and A. Samson (2016) .


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install.packages("MsdeParEst")

1.7 by Maud Delattre, a year ago


Browse source code at https://github.com/cran/MsdeParEst


Authors: Maud Delattre [aut, cre] , Charlotte Dion [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, sde, moments, mvtnorm, methods, graphics


See at CRAN