resde: Estimation in Reducible Stochastic Differential Equations

Maximum likelihood estimation for univariate reducible stochastic differential equation models. Discrete, possibly noisy observations, not necessarily evenly spaced in time. Can fit multiple individuals/units with global and local parameters, by fixed-effects or mixed-effects methods. Ref.: Garcia, O. (2019) "Estimating reducible stochastic differential equations by conversion to a least-squares problem", Computational Statistics 34(1): 23-46, <doi:10.1007/s00180-018-0837-4>.

Version: 1.1
Imports: stats, Deriv, nlme, methods
Suggests: knitr
Published: 2023-05-19
DOI: 10.32614/CRAN.package.resde
Author: Oscar Garcia ORCID iD [aut, cre]
Maintainer: Oscar Garcia <garcia at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: resde citation info
Materials: NEWS
In views: DifferentialEquations, TimeSeries
CRAN checks: resde results


Reference manual: resde.pdf
Vignettes: Fitting Reducible SDE Models


Package source: resde_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): resde_1.1.tgz, r-oldrel (arm64): resde_1.1.tgz, r-release (x86_64): resde_1.1.tgz, r-oldrel (x86_64): resde_1.1.tgz


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