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resde  

Estimation in Reducible Stochastic Differential Equations
View on CRAN: Click here


Download and install resde package within the R console
Install from CRAN:
install.packages("resde")

Install from Github:
library("remotes")
install_github("cran/resde")

Install by package version:
library("remotes")
install_version("resde", "1.1")



Attach the package and use:
library("resde")
Maintained by
Oscar Garcia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-05-19
Latest Update: 2023-05-19
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, .
How to cite:
Oscar Garcia (2023). resde: Estimation in Reducible Stochastic Differential Equations. R package version 1.1, https://cran.r-project.org/web/packages/resde. Accessed 21 Nov. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited resde R package
View resde citation profile
Other R packages that resde depends, imports, suggests or enhances
Complete documentation for resde
Functions, R codes and Examples using the resde R package
Some associated functions: bc . phi . resde-package . sdefit . sdemodel . sdemodel_display . str2fun_theta . unitran . uvector . 
Some associated R codes: bc.R . phi.R . resde-package.R . sdefit.R . sdemodel.R . unitran.R . uvector.R .  Full resde package functions and examples
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