Files in phillipmurray/BSS
Brownian Semistationary Processes
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.gitattributes
BSS.Rproj
DESCRIPTION
LICENSE
LICENSE.md
NAMESPACE
R/bss_accumulated_volatility.R
R/bss_fit.R
R/bss_functions.R
R/hybrid_scheme.R
R/utils.R
man/Documentation.txt
man/a1Coefficients.Rd
man/a3Coefficients.Rd
man/bssAlphaFit.Rd
man/calculateK.Rd
man/calculateK1.Rd
man/calculateK2.Rd
man/calculateK3.Rd
man/calculateK4.Rd
man/estimateAccumulatedVolatility.Rd
man/estimateAccumulatedVolatilityCI.Rd
man/estimateK.Rd
man/exponentiatedOrnsteinUhlenbeck.Rd
man/gammaKernelBSS.Rd
man/gammaKernelBSSFit.Rd
man/gammaKernelCorrelation.Rd
man/gammaKernelTau.Rd
man/gammaKernelTauAsymptotic.Rd
man/hybridSchemeCovarianceMatrix.Rd
man/powerKernelBSS.Rd
man/powerKernelBSSFit.Rd
man/powerKernelCorrelation.Rd
man/powerKernelTau.Rd
man/realisedPowerVariation.Rd
man/rhoFractionGaussian.Rd
man/tauNonParametricEstimate.Rd
tests/testthat.R
tests/testthat/test_corr.R
