Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function. S. Hermann, K. Ickstadt and C. Mueller (2016) <doi:10.1002/asmb.2175> M. Delattre, V. Genon-Catalot and A. Samson (2012) <doi:10.1111/j.1467-9469.2012.00813.x> F. Comte, V. Genon-Catalot and A. Samson (2013) <doi:10.1016/j.spa.2013.04.009> V. Genon-Catalot and C. Laredo (2014) <doi:10.1080/02331888.2016.1141910> C. Dion and V. Genon-Catalot (2015) <doi:10.1007/s11203-015-9122-0>.
| Version: | 4.0 |
| Depends: | R (≥ 3.0.2), sde, moments, MASS, stats, graphics, methods |
| Imports: | plot3D, grDevices |
| Published: | 2018-03-19 |
| Author: | Charlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut] |
| Maintainer: | Charlotte Dion <charlotte.dion at upmc.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://cran.r-project.org |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | mixedsde results |
| Reference manual: | mixedsde.pdf |
| Package source: | mixedsde_4.0.tar.gz |
| Windows binaries: | r-devel: mixedsde_4.0.zip, r-release: mixedsde_4.0.zip, r-oldrel: mixedsde_4.0.zip |
| OS X binaries: | r-release: mixedsde_4.0.tgz, r-oldrel: mixedsde_4.0.tgz |
| Old sources: | mixedsde archive |
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