Estimation Methods for Stochastic Differential Mixed Effects Models

Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function.

Work in progress

To install the mixedsde package in a R console, type:





Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


5.0 by Charlotte Dion, 3 years ago

Browse source code at

Authors: Charlotte Dion [aut, cre] , Adeline Sansom [aut] , Simone Hermann [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports plot3D, grDevices

Depends on sde, moments, MASS, stats, graphics, methods

See at CRAN