[R] Multiplicative Heterogeneous DIFFusion (mhdiff) models in R

[Iuri Gavronski]

Hi,

I am looking for a port of the SAS mhdiff macro (
http://www.soc.cornell.edu/faculty/strang/mhdiff/mhdiff_b.sas) to R, to
estimate multiplicative heterogeneous diffusion models (see
http://www.soc.cornell.edu/faculty/strang/mhdiff/mhdiff_b.pdf or
http://www.jstor.org/stable/2781285)

Thanks in advance,

Iuri


_____________________________________________
Dr. Iuri Gavronski
Assistant Professor
Programa de Pós-Graduação em Administração
Universidade do Vale do Rio dos Sinos – UNISINOS
Av. Unisinos, 950 – São Leopoldo – RS – Brasil
Sala (Room) 5A 407 D
93022-000
www.unisinos.br

TEL +55-51-3591-1122 ext. 1589
FAX +55-51-3590-8447
Email: igavron...@unisinos.br

CV Lattes: http://lattes.cnpq.br/8843390959025944

        [[alternative HTML version deleted]]


______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.