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]

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

On CRAN:

estimationstochastic-differential-equations

13 exports 2 stars 0.83 score 3 dependencies 2 scripts 187 downloads

Last updated 1 years agofrom:776449729e. Checks:OK: 7. Indexed: yes.

Exports:bcbc_invbc_primesdefitsdemodelsdemodel_displaystr2fun_thetaunitranunitran_invunitran_primeuserphiuserphiprimeuvector

Dependencies:Derivlatticenlme