mixediffusion (Q7379045)
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Mixed-Effects Diffusion Models with General Drift
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | mixediffusion |
Mixed-Effects Diffusion Models with General Drift |
Statements
Provides tools for likelihood-based inference in one-dimensional stochastic differential equations with mixed effects using expectation–maximization (EM) algorithms. The package supports Wiener and Ornstein–Uhlenbeck diffusion processes with user-specified drift functions, allowing flexible parametric forms including polynomial, exponential, and trigonometric structures. Estimation is performed via Markov chain Monte Carlo EM.
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10 April 2026
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