weatherMRJD
Weather Analysis and Markov Regime Switching Jump Diffusion Models

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weatherMRJD: Weather Analysis and Markov Regime Switching Jump Diffusion Models
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Man pages for weatherMRJD
Weather Analysis and Markov Regime Switching Jump Diffusion Models

calibrate_mrjdCalibrate Dynamic SDE and Jump Parameters
fit_seasonal_trendFit Fourier Seasonal Baseline Trend
price_weather_optionPrice HDD and CDD Weather Derivatives
simulate_weather_pathsSimulate Temperature Paths via Non-Homogeneous Jump-Diffusion
weatherMRJD documentation built on Aug. 20, 2026, 5:10 p.m.

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