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>.
| Version: | 1.1 |
| Imports: | stats,Deriv,nlme, methods |
| Suggests: | knitr |
| Published: | 2023-05-19 |
| DOI: | 10.32614/CRAN.package.resde |
| Author: | Oscar Garcia [aut, cre] |
| Maintainer: | Oscar Garcia <garcia at dasometrics.net> |
| 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: | NEWS |
| In views: | DifferentialEquations,TimeSeries |
| CRAN checks: | resde results |
Documentation:
| Reference manual: | resde.html ,resde.pdf |
| Vignettes: | Fitting Reducible SDE Models (source,R code) |
Downloads:
| Package source: | resde_1.1.tar.gz |
| Windows binaries: | r-devel:resde_1.1.zip, r-release:resde_1.1.zip, r-oldrel:resde_1.1.zip |
| macOS binaries: | r-release (arm64):resde_1.1.tgz, r-oldrel (arm64):resde_1.1.tgz, r-release (x86_64):resde_1.1.tgz, r-oldrel (x86_64):resde_1.1.tgz |
Linking:
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