Brownian Motion Processes for 'nlme'-Models

Allows Brownian motion, fractional Brownian motion, and integrated Ornstein-Uhlenbeck process components to be added to linear and non-linear mixed effects models using the structures and methods of the 'nlme' package.


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install.packages("covBM")

0.1.0 by Oliver Stirrup, 4 years ago


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


Authors: Oliver Stirrup [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


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Depends on nlme


See at CRAN