BaPreStoPro: Bayesian Prediction of Stochastic Processes
Version 0.1

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
Date of publication2016-06-07 14:28:11
MaintainerSimone Hermann <[email protected]>
LicenseGPL (>= 2)
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BaPreStoPro")

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BaPreStoPro documentation built on May 30, 2017, 7:08 a.m.