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DiffusionRgqd: Inference and Analysis for Generalized Quadratic Diffusions
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.
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Package details |
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| Author | Etienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb] |
| Maintainer | Etienne A.D. Pienaar <etiennead@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.3 |
| URL | https://github.com/eta21 |
| Package repository | View on CRAN |
| Installation |
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