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resde: Estimation in Reducible Stochastic Differential Equations (original) (raw)

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>.

Version: 1.1
Imports: stats, Deriv, nlme, methods
Suggests: knitr
Published: 2023-05-19
DOI: 10.32614/CRAN.package.resde
Author: Oscar Garcia ORCID iD [aut, cre]
Maintainer: Oscar Garcia
BugReports: https://github.com/ogarciav/resde/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ogarciav/resde/
NeedsCompilation: no
Citation: resde citation info
Materials:
In views: DifferentialEquations, TimeSeries
CRAN checks: resde results

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