BaPreStoPro: Bayesian Prediction of Stochastic Processes

Bayesian estimation and prediction for stochastic processes based on the Euler approximation. Considered processes are: jump diffusion, (mixed) diffusion models, hidden (mixed) diffusion models, non-homogeneous Poisson processes (NHPP), (mixed) regression models for comparison and a regression model including a NHPP.

Package details

AuthorSimone Hermann
MaintainerSimone Hermann <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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BaPreStoPro documentation built on May 30, 2017, 7:08 a.m.