alejandralopezperez/estsde: Parametric Estimation of SDE
Provides different parametric estimation methods for stochastic differential equations (SDE), namely the Vasicek and CKLS models, as well as functions to simulate paths of the SDEs.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | A. Lopez-Perez |
| Maintainer | A. Lopez-Perez <alejandralopez.perez@usc.es> |
| License | GPL-2 |
| Version | 0.0.0.9000 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
