sdemodel {resde}

Model specification

Description

Specify transformation and re-parametrizations for reducible SDE model.

Usage

sdemodel(phi=~x, phiprime=NULL, beta0=~beta0, beta1=~beta1,
   t0=0, x0=0, mu0=0, mup=1, mum=1)

Arguments

phi

Transformation formula y = \varphi(x, parameters).

phiprime

Optional formula for derivative of phi.

beta0, beta1

Optional formulas or constants, possibly giving a re-parameterization,.

t0, x0

Formulas or constants for the initial condition.

mu0

Formula or constant for the initial condition \sigma_0 multiplier.

mup, mum

Formulas or constants for the process and measurement \sigma multipliers.

Value

List with model specification, to be used by sdefit().

Examples

   richards <- sdemodel(phi=~x^c, beta0=~b*a^c, beta1=~-b, mum=0)