CRAN

MsdeParEst 1.7

Parametric Estimation in Mixed-Effects Stochastic Differential Equations

Released Sep 16, 2017 by Maud Delattre

This package can be loaded by Renjin but all tests failed.

Dependencies

mvtnorm 1.0-8 moments 0.14 sde 2.0.15 MASS 7.3-50

Parametric estimation in stochastic differential equations with random effects in the drift, or in the diffusion or both. Approximate maximum likelihood methods are used. M. Delattre, V. Genon-Catalot and A. Samson (2012) M. Delattre, V. Genon-Catalot and A. Samson (2015) M. Delattre, V. Genon-Catalot and A. Samson (2016) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>MsdeParEst</artifactId>
    <version>1.7-b15</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:MsdeParEst')

Test Results

This package was last tested against Renjin 0.9.2689 on Aug 26, 2018.

Source

R

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Release History