userphi

userphiprime

Templates for user-supplied transformation and drivative functions, used by
 <code>sdefit()</code> if specified in parameters <code>phi</code> and/or
 <code>phiprime</code>. To be completed by the user.

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>.

Oscar Garcia

resde

Estimation in Reducible Stochastic Differential Equations

userphi function

<dl><dt>x</dt>
<dd>Numeric vector, variable to be transformed.</dd>
<dt>theta</dt>
<dd>Named list of transformation parameters</dd></dl>

Arguments

<ul>
<li><code>userphi()</code>: transformation</li>
<li><code>userphiprime()</code>: derivative</li>
</ul>

Functions

Examples of optional external transformation and derivative functions — userphi

<dl>

<dt>x</dt>
<dd>Numeric vector, variable to be transformed.</dd>


<dt>theta</dt>
<dd>Named list of transformation parameters</dd>

</dl>

userphi: Examples of optional external transformation and derivative functions

Description

Usage

Value

Arguments

Functions