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