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.

Package details

AuthorEtienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb]
MaintainerEtienne A.D. Pienaar <etiennead@gmail.com>
LicenseGPL (>= 2)
URL https://github.com/eta21
Package repositoryView on CRAN
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DiffusionRgqd documentation built on May 2, 2019, 3:26 a.m.