SimoneHermann/BaPreStoPro: Bayesian Prediction of Stochastic Processes

Bayesian estimation and prediction for stochastic processes based on the Euler approximation. Considered processes are: jump diffusion, (mixed) diffusion models, hidden (mixed) diffusion models, non-homogeneous Poisson processes (NHPP), (mixed) regression models for comparison and a regression model including a NHPP.

Getting started

Package details

AuthorSimone Hermann
MaintainerSimone Hermann <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
SimoneHermann/BaPreStoPro documentation built on May 10, 2017, 1:42 p.m.