sdemodel function

Model specification

Specify transformation and re-parametrizations for reducible SDE model.

sdemodel(phi=~x, phiprime=NULL, beta0=~beta0, beta1=~beta1,
   t0=0, x0=0, mu0=0, mup=1, mum=1)

Arguments

• phi: Transformation formula $y = \varphi(x, parameters)$.
• phiprime: Optional formula for derivative of phi.
• beta0, beta1: Optional formulas or constants, possibly giving a re-parameterization,.
• t0, x0: Formulas or constants for the initial condition.
• mu0: Formula or constant for the initial condition $\sigma0$ multiplier.
• mup, mum: Formulas or constants for the process and measurement $\sigma$ multipliers.

Returns

List with model specification, to be used by sdefit().

Examples

richards <- sdemodel(phi=~x^c, beta0=~b*a^c, beta1=~-b, mum=0)