Estimation in Reducible Stochastic Differential Equations


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Documentation for package ‘resde’ version 1.1

Help Pages

resde-package 'resde' - Parameter estimation in reducible SDE models.
bc Box-Cox transformation
bc_inv Box-Cox transformation
bc_prime Box-Cox transformation
logdet.and.v ML estimation vector for reducible SDEs
resde 'resde' - Parameter estimation in reducible SDE models.
sdefit Fit SDE model
sdemodel Model specification
sdemodel_display Display the model specification
str2fun_theta String to function, with parameters in theta
unitran Unified transformation
unitran_inv Unified transformation
unitran_prime Unified transformation
userphi Examples of optional external transformation and derivative functions
userphiprime Examples of optional external transformation and derivative functions
uvector ML estimation vector for reducible SDEs
uvector_noh ML estimation vector for reducible SDEs