mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models

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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