Estimation Methods for Stochastic Differential Mixed Effects Models

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

mixedsde

Work in progress

To install the mixedsde package in a R console, type:

install.packages("devtools")

library(devtools)

install_github("charlottedion/mixedsde")