mixediffusion: Mixed-Effects Diffusion Models with General Drift
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.
| Version: |
1.0.0 |
| Depends: |
R (≥ 4.5) |
| Imports: |
dplyr, adaptMCMC |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2026-03-20 |
| DOI: |
10.32614/CRAN.package.mixediffusion (may not be active yet) |
| Author: |
Pedro Abraham Montoya Calzada
[aut, cre,
cph],
Rogelio Salinas Gutiérrez
[aut, cph],
Silvia Rodríguez-Narciso
[aut, cph],
Netzahualcóyotl Castañeda-Leyva
[aut, cph] |
| Maintainer: |
Pedro Abraham Montoya Calzada <pedroabraham.montoya at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
mixediffusion results |
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