Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function. S. Hermann, K. Ickstadt and C. Mueller (2016) M. Delattre, V. Genon-Catalot and A. Samson (2012) F. Comte, V. Genon-Catalot and A. Samson (2013) V. Genon-Catalot and C. Laredo (2014) C. Dion and V. Genon-Catalot (2015) .

Documentation

Manual: mixedsde.pdf
Vignette: None available.

Maintainer: Charlotte Dion <charlotte.dion1 at gmail.com>

Author(s): Charlotte Dion*, Adeline Sansom*, Simone Hermann*

Install package and any missing dependencies by running this line in your R console:

install.packages("mixedsde")

Depends R (>= 3.0.2), sde, moments, MASS, stats, graphics, methods
Imports plot3D, grDevices
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Package mixedsde
Materials
URL https://cran.r-project.org
Task Views
Version 3.0
Published 2017-08-04
License GPL (>= 2)
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NeedsCompilation no
Citation
CRAN checks mixedsde check results
Package source mixedsde_3.0.tar.gz