Tools for performing inference and analysis on a class of quadratic diffusion processes for both scalar and bivariate diffusion systems. For scalar diffusions, a module is provided for solving first passage time problems for both time-homogeneous and time-inhomogeneous GQDs.
|Author||Etienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb]|
|Date of publication||2016-08-26 09:36:56|
|Maintainer||Etienne A.D. Pienaar <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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