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Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function.
| Version: | 5.0 |
| Depends: | R (≥ 3.0.2), sde, moments, MASS, stats, graphics, methods |
| Imports: | plot3D, grDevices |
| Published: | 2018-10-05 |
| DOI: | 10.32614/CRAN.package.mixedsde |
| Author: | Charlotte Dion [aut, cre], Adeline Sansom [aut], Simone Hermann [aut] |
| Maintainer: | Charlotte Dion <charlotte.dion at upmc.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://cran.r-project.org/package=mixedsde |
| NeedsCompilation: | no |
| Materials: | README |
| In views: | MixedModels |
| CRAN checks: | mixedsde results |
| Reference manual: | mixedsde.pdf |
| Package source: | mixedsde_5.0.tar.gz |
| Windows binaries: | r-devel: mixedsde_5.0.zip, r-release: mixedsde_5.0.zip, r-oldrel: mixedsde_5.0.zip |
| macOS binaries: | r-release (arm64): mixedsde_5.0.tgz, r-oldrel (arm64): mixedsde_5.0.tgz, r-release (x86_64): mixedsde_5.0.tgz, r-oldrel (x86_64): mixedsde_5.0.tgz |
| Old sources: | mixedsde archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.