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
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resde.pdf |resde.html✨
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:

estimationstochastic-differential-equations

4.00 score 2 stars 2 scripts 206 downloads 13 exports 3 dependencies

Last updated 2 years agofrom:776449729e. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 08 2025
R-4.5-winOKFeb 08 2025
R-4.5-macOKFeb 08 2025
R-4.5-linuxOKFeb 08 2025
R-4.4-winOKFeb 08 2025
R-4.4-macOKFeb 08 2025
R-4.3-winOKFeb 08 2025
R-4.3-macOKFeb 08 2025

Exports:bcbc_invbc_primesdefitsdemodelsdemodel_displaystr2fun_thetaunitranunitran_invunitran_primeuserphiuserphiprimeuvector

Dependencies:Derivlatticenlme

Fitting Reducible SDE Models

Rendered fromresde-vignette.Rnwusingknitr::knitron Feb 08 2025.

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