NEWS.md

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

DiffusionRjgqd - NEWS

DiffusionRjgqd is available on CRAN and GitHub.

Check out DiffusionRjgqd for the package source files, vignettes and other downloadable content or visit the DiffusionRjgqd CRAN page.

v0.1.0

Initial version of DiffusionRjgqd uploaded to CRAN and GitHub.

v0.1.1

Minor update of DiffusionRjgqd.

• Improvements and fixes for minor issues in some functions.
• Improvements and typos fixed in Vignettes.
• Added decoding feature for jump detection.
• Improved error handling.
• Fixed bottleneck which caused slower run times for time-inhomogeneous models under MCMC.
• Updated Methodology Paper and Replication materials.
• Updated references.
• Modified some datasets.

eta21/DiffusionRjgqd documentation built on May 16, 2019, 8:54 a.m.