The R package smoothSDE implements varying-coefficient stochastic differential equations, as described in this paper:
Michelot, T., Glennie, R., Harris, C., Thomas, L. (2021)
"Varying-coefficient stochastic differential equations with applications in ecology"
Journal of Agricultural, Biological, and Environmental Statistics. DOI: 10.1007/s13253-021-00450-6.
It can be installed from Github using devtools:
devtools::install_github("TheoMichelot/smoothSDE")To get started, have a look at the vignette. It includes example code for the analysis of an elephant movement data set. More will be added soon!