DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions

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

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
Installation Install the latest version of this package by entering the following in R:

Try the DiffusionRjgqd package in your browser

Any scripts or data that you put into this service are public.

DiffusionRjgqd documentation built on May 1, 2019, 9:21 p.m.