mixediffusion

MaRDI QIDQ7379045CRANFDO

Authors Pedro Abraham Montoya Calzada, Rogelio Salinas-Gutiérrez, Silvia Rodríguez-narciso, Netzahualcóyotl Castañeda-leyva

Last update 10 April 2026

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.0.0, 1.0.1

Description

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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