eta21/DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions

Tools for performing inference and analysis on a class of quadratic jump diffusion processes.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.1.1
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/DiffusionRjgqd")
eta21/DiffusionRjgqd documentation built on May 13, 2017, 8:25 p.m.