eta21/DiffusionRgqd: Inference and Analysis for Generalized Quadratic Diffusions
Version 0.1.3

Tools for performing inference and analysis on a class of quadratic diffusion processes for both scalar and bivariate diffusion systems. For scalar diffusions, a module is provided for solving first passage time problems for both time-homogeneous and time-inhomogeneous GQDs.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.1.3
URL https://github.com/eta21
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("eta21/DiffusionRgqd")
eta21/DiffusionRgqd documentation built on May 13, 2017, 8:25 p.m.