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 ORCID iD [aut, cre, cph], Rogelio Salinas Gutiérrez ORCID iD [aut, cph], Silvia Rodríguez-Narciso ORCID iD [aut, cph], Netzahualcóyotl Castañeda-Leyva ORCID iD [aut, cph]
Maintainer: Pedro Abraham Montoya Calzada <pedroabraham.montoya at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: mixediffusion results

Documentation:

Reference manual: mixediffusion.html , mixediffusion.pdf

Downloads:

Package source: mixediffusion_1.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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