MsdeParEst: Parametric Estimation in Mixed-Effects Stochastic Differential Equations

Parametric estimation in stochastic differential equations with random effects in the drift, or in the diffusion or both. Approximate maximum likelihood methods are used. M. Delattre, V. Genon-Catalot and A. Samson (2012) <doi:10.1111/j.1467-9469.2012.00813.x> M. Delattre, V. Genon-Catalot and A. Samson (2015) <doi:10.1051/ps/2015006> M. Delattre, V. Genon-Catalot and A. Samson (2016) <doi:10.1016/j.jspi.2015.12.003>.

Version: 1.7
Depends: R (≥ 3.0.2)
Imports: MASS, sde, moments, mvtnorm, methods, graphics
Published: 2017-09-16
Author: Maud Delattre [aut, cre], Charlotte Dion [aut]
Maintainer: Maud Delattre <maud.delattre at agroparistech.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: MsdeParEst results

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Reference manual: MsdeParEst.pdf
Package source: MsdeParEst_1.7.tar.gz
Windows binaries: r-devel: MsdeParEst_1.7.zip, r-devel-gcc8: MsdeParEst_1.7.zip, r-release: MsdeParEst_1.7.zip, r-oldrel: MsdeParEst_1.7.zip
OS X binaries: r-release: MsdeParEst_1.7.tgz, r-oldrel: MsdeParEst_1.7.tgz

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