Mixed-Effects Diffusion Models with General Drift

Provides tools for likelihood-based inference in one-dimensional stochastic differential equations with mixed effects using expectation–maximization (EM) algorithms. The package supports Wiener and Ornstein–Uhlenbeck diffusion processes with user-specified drift functions, allowing flexible parametric forms including polynomial, exponential, and trigonometric structures. Estimation is performed via Markov chain Monte Carlo EM.


Reference manual

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install.packages("mixediffusion")

1.0.1 by Pedro Abraham Montoya Calzada, 6 months ago


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


Authors: Pedro Abraham Montoya Calzada [aut, cre, cph] (ORCID: , Rogelio Salinas Gutiérrez [aut, cph] (ORCID: , Silvia Rodríguez-Narciso [aut, cph] (ORCID: , Netzahualcóyotl Castañeda-Leyva [aut, cph] (ORCID:


Documentation:   PDF Manual  


GPL-3 license


Imports dplyr, adaptMCMC

Suggests testthat


See at CRAN