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resde (version 1.1)

Estimation in Reducible Stochastic Differential Equations

Description

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, .

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Install

install.packages('resde')

Monthly Downloads

231

Version

1.1

License

GPL (>= 2)

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Maintainer

Oscar Garcia

Last Published

May 19th, 2023

Functions in resde (1.1)

sdemodel_display

Display the model specification
uvector

ML estimation vector for reducible SDEs
str2fun_theta

String to function, with parameters in theta
unitran

Unified transformation
userphi

Examples of optional external transformation and derivative functions
bc

Box-Cox transformation
sdefit

Fit SDE model
sdemodel

Model specification
resde-package

resde - Parameter estimation in reducible SDE models.