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.

Package details

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
Installation Install the latest version of this package by entering the following in R:
install.packages("DiffusionRjgqd")

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DiffusionRjgqd documentation built on May 29, 2017, 12:11 p.m.