pCODE - Estimation of an Ordinary Differential Equation Model by
Parameter Cascade Method
An implementation of the parameter cascade method Ramsay,
J. O., Hooker,G., Campbell, D., and Cao, J. (2007)
<doi:10.1111/j.1467-9868.2007.00610.x> for estimating ordinary
differential equation models with missing or complete
observations. It combines smoothing method and profile
estimation to estimate any non-linear dynamic system. The
package also offers variance estimates for parameters of
interest based on either bootstrap or Delta method.