CRAN

mixedsde 5.0

Estimation Methods for Stochastic Differential Mixed Effects Models

Released Oct 5, 2018 by Charlotte Dion

This package can be loaded by Renjin but 3 out 4 tests failed.

Dependencies

moments 0.14 sde 2.0.15 MASS 7.3-51 plot3D 1.1.1

Inference on stochastic differential models Ornstein-Uhlenbeck or Cox-Ingersoll-Ross, with one or two random effects in the drift function.

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>mixedsde</artifactId>
    <version>5.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

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

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

Test Results

This package was last tested against Renjin 0.9.2692 on Oct 21, 2018.

Source

R

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Release History