DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions
Version 0.1.1

Tools for performing inference and analysis on a class of quadratic jump diffusion processes.

AuthorEtienne A.D. Pienaar [aut, cre], Melvin M. Varughese [ctb]
Date of publication2016-08-16 19:46:05
MaintainerEtienne A.D. Pienaar <etiennead@gmail.com>
LicenseGPL (>= 2)
Version0.1.1
URL https://github.com/eta21
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("DiffusionRjgqd")

Getting started

Package overview
README.md
Bivariate Jump Diffusions"
Generating Transition Densities of Generalized Quadratic Jump Diffusion Processes"
Introduction to DiffusionRjgqd"

Popular man pages

DiffusionRjgqd-package: A package for Performing Inference and Analysis on...
JGQD.density: Generate the Transition Density of a Scalar Jump Generalized...
JGQD.mcmc: MCMC Inference on Jump Generalized Quadratic Diffusion Models...
JGQD.remove: Remove the Coefficients of a JGQD Model.
JSDEsim1: Simulated Trajectory of a Scalar Jump Diffusion.
JSDEsim3: Jump Observations for a Bivariate Simulated Dataset.
junkfunction2: A Junk Funktion For Build Purposes
See all...

All man pages Function index File listing

Man pages

BiJGQD.density: Generate the Transition Density of a Bivariate Jump...
BiJGQD.mcmc: MCMC Inference on Bivariate Jump Generalized Quadratic...
DiffusionRjgqd-package: A package for Performing Inference and Analysis on...
JGQD.density: Generate the Transition Density of a Scalar Jump Generalized...
JGQD.dic: Summarize MCMC Selection Output for a List of JGQD.mcmc or...
JGQD.estimates: Extract Parmaeter Estimates from '.mle()' or '.mcmc()'...
JGQD.mcmc: MCMC Inference on Jump Generalized Quadratic Diffusion Models...
JGQD.plot: Quick Plots for DiffusionRjgqd Objects
JGQD.remove: Remove the Coefficients of a JGQD Model.
JSDEsim1: Simulated Trajectory of a Scalar Jump Diffusion.
JSDEsim2: Simulated Trajectory of a Bivariate Jump Diffusion.
JSDEsim3: Jump Observations for a Bivariate Simulated Dataset.
junkfunction2: A Junk Funktion For Build Purposes

Functions

BiJGQD.density Man page Source code
BiJGQD.mcmc Man page Source code
DiffusionRjgqd Man page
DiffusionRjgqd-package Man page
JGQD.density Man page Source code
JGQD.dic Man page Source code
JGQD.estimates Man page Source code
JGQD.mcmc Man page Source code
JGQD.plot Man page Source code
JGQD.remove Man page Source code
JSDEsim1 Man page
JSDEsim2 Man page
JSDEsim3 Man page
junkfunction2 Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/Part_1_Introduction.Rmd
inst/doc/DiffusionRjgqd_RepMaterials.html.asis
inst/doc/Part_1_Introduction.R
inst/doc/Part_2_Transition_Densities.html
inst/doc/Part_2_Transition_Densities.R
inst/doc/Part_4_Likelihood_Inference.html
inst/doc/DiffusionRjgqd_Paper.pdf
inst/doc/Part_2_Transition_Densities.Rmd
inst/doc/Part_3_Bivariate_Diffusions.Rmd
inst/doc/DiffusionRjgqd_Paper.pdf.asis
inst/doc/Part_1_Introduction.html
inst/doc/Part_3_Bivariate_Diffusions.html
inst/doc/DiffusionRjgqd_RepMaterials.html
inst/doc/Part_3_Bivariate_Diffusions.R
inst/doc/Part_4_Likelihood_Inference.html.asis
src
src/junkfunction2.cpp
src/RcppExports.cpp
NAMESPACE
NEWS.md
data
data/JSDEsim3.txt
data/JSDEsim1.txt
data/JSDEsim2.txt
R
R/JGQD.mcmc.R
R/JGQD.plot.R
R/BiJGQD.density.R
R/BiJGQD.mcmc.R
R/JGQD.density.R
R/JGQD.remove.R
R/RcppExports.R
R/JGQD.dic.R
R/JGQD.estimates.R
vignettes
vignettes/Part_1_Introduction.Rmd
vignettes/DiffusionRjgqd_RepMaterials.html.asis
vignettes/bibliography.bib
vignettes/Part_2_Transition_Densities.Rmd
vignettes/Part_3_Bivariate_Diffusions.Rmd
vignettes/DiffusionRjgqd_RepMaterials_files
vignettes/DiffusionRjgqd_RepMaterials_files/figure-html
vignettes/DiffusionRjgqd_RepMaterials_files/figure-html/unnamed-chunk-4-8.png
vignettes/DiffusionRjgqd_RepMaterials_files/figure-html/unnamed-chunk-6-4.png
vignettes/DiffusionRjgqd_RepMaterials_files/figure-html/unnamed-chunk-5-4.png
vignettes/DiffusionRjgqd_RepMaterials_files/figure-html/unnamed-chunk-4-4.png
vignettes/DiffusionRjgqd_RepMaterials_files/figure-html/unnamed-chunk-4-3.png
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vignettes/DiffusionRjgqd_RepMaterials_files/figure-html/unnamed-chunk-1-6.png
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vignettes/DiffusionRjgqd_RepMaterials_files/figure-html/unnamed-chunk-6-3.png
vignettes/DiffusionRjgqd_Paper.pdf.asis
vignettes/Part_4_Likelihood_Inference_files
vignettes/Part_4_Likelihood_Inference_files/figure-html
vignettes/Part_4_Likelihood_Inference_files/figure-html/fig2.png
vignettes/Part_4_Likelihood_Inference_files/figure-html/fig7.png
vignettes/Part_4_Likelihood_Inference_files/figure-html/fig9.png
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vignettes/Part_4_Likelihood_Inference_files/figure-html/fig13.png
vignettes/Part_4_Likelihood_Inference.html.asis
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/JGQD.estimates.Rd
man/figures
man/figures/BivJumpDiff5.png
man/figures/ScalarEqn4.png
man/figures/BivJumpDiff.png
man/figures/ScalarEqn2.png
man/figures/intensitytable.png
man/figures/ScalarEqn1.png
man/figures/JSDEsim2.png
man/figures/difftable.png
man/figures/ScalarEqn7.png
man/figures/JGQDeqn1.png
man/figures/ScalarEqn3.png
man/figures/BivJumpDiff1.png
man/figures/BivJumpDiff4.png
man/figures/ScalarEqn5.png
man/figures/TransDens1.png
man/figures/ScalarEqn6.png
man/figures/BivJumpDiff6.png
man/figures/BivJumpDiff3.png
man/figures/JSDEsim1.png
man/figures/TransDens2.png
man/figures/jumptable.png
man/figures/GQDeqn.png
man/figures/BivJumpDiff2.png
man/DiffusionRjgqd-package.Rd
man/BiJGQD.mcmc.Rd
man/JGQD.plot.Rd
man/junkfunction2.Rd
man/JGQD.mcmc.Rd
man/JSDEsim2.Rd
man/JGQD.density.Rd
man/JGQD.remove.Rd
man/BiJGQD.density.Rd
man/JSDEsim1.Rd
man/JGQD.dic.Rd
man/JSDEsim3.Rd
DiffusionRjgqd documentation built on May 19, 2017, 10:02 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.