Package: resde 1.1

resde: Estimation in Reducible Stochastic Differential Equations

Maximum likelihood estimation for univariate reducible stochastic differential equation models. Discrete, possibly noisy observations, not necessarily evenly spaced in time. Can fit multiple individuals/units with global and local parameters, by fixed-effects or mixed-effects methods. Ref.: Garcia, O. (2019) "Estimating reducible stochastic differential equations by conversion to a least-squares problem", Computational Statistics 34(1): 23-46, <doi:10.1007/s00180-018-0837-4>.

Authors:Oscar Garcia [aut, cre]

resde_1.1.tar.gz
resde_1.1.zip(r-4.7)resde_1.1.zip(r-4.6)resde_1.1.zip(r-4.5)
resde_1.1.tgz(r-4.6-any)resde_1.1.tgz(r-4.5-any)
resde_1.1.tar.gz(r-4.7-any)resde_1.1.tar.gz(r-4.6-any)
resde_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
resde/json (API)
NEWS

# Install 'resde' in R:
install.packages('resde', repos = c('https://ogarciav.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ogarciav/resde/issues

On CRAN:

Conda:

estimationstochastic-differential-equations

4.00 score 2 stars 2 scripts 255 downloads 13 exports 3 dependencies

Last updated from:776449729e. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK106
source / vignettesOK173
linux-release-x86_64OK144
macos-release-arm64OK89
macos-oldrel-arm64OK82
windows-develOK67
windows-releaseOK66
windows-oldrelOK58
wasm-releaseOK101

Exports:bcbc_invbc_primesdefitsdemodelsdemodel_displaystr2fun_thetaunitranunitran_invunitran_primeuserphiuserphiprimeuvector

Dependencies:Derivlatticenlme

Fitting Reducible SDE Models

Rendered fromresde-vignette.Rnwusingknitr::knitron May 23 2026.

Last update: 2023-05-18
Started: 2023-05-08