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:

install.packages("devtools")

library(devtools)

install_github("charlottedion/mixedsde")

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Reference manual

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install.packages("mixedsde")

5.0 by Charlotte Dion, 6 months ago


https://cran.r-project.org/package=mixedsde


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


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