Introduction | The model | Single-unit estimation | Hierarchical (two-level) models | Additional features and advanced usage | References
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:
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✨
DESCRIPTION |NEWS
card.svg |card.png
resde/json (API)
| # 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
estimationstochastic-differential-equations
Last updated from:776449729e. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 106 | ||
| source / vignettes | OK | 167 | ||
| linux-release-x86_64 | OK | 97 | ||
| macos-release-arm64 | OK | 80 | ||
| macos-oldrel-arm64 | OK | 97 | ||
| windows-devel | OK | 78 | ||
| windows-release | OK | 64 | ||
| windows-oldrel | OK | 79 | ||
| wasm-release | OK | 90 |
Exports:bcbc_invbc_primesdefitsdemodelsdemodel_displaystr2fun_thetaunitranunitran_invunitran_primeuserphiuserphiprimeuvector
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| 'resde' - Parameter estimation in reducible SDE models. | resde-package resde |
| Box-Cox transformation | bc bc_inv bc_prime |
| Fit SDE model | sdefit |
| Model specification | sdemodel |
| Display the model specification | sdemodel_display |
| String to function, with parameters in theta | str2fun_theta |
| Unified transformation | unitran unitran_inv unitran_prime |
| Examples of optional external transformation and derivative functions | userphi userphiprime |
| ML estimation vector for reducible SDEs | logdet.and.v uvector uvector_noh |
