API for piotrek-orlowski/affineModelR
Affine Jump Diffusion Models for R
| Global functions | |
|---|---|
| ODEstructs | Man page Source code |
| ODEstructsForSim | Man page Source code |
| affineCF | Man page Source code |
| affineCFandDerivs | Man page |
| affineCFderivs | Man page Source code |
| affineCFderivsEvalCpp | Source code |
| affineCFderivsNumerical | Man page Source code |
| affineCFevalCpp | Source code |
| affineModelR | Man page |
| affineModelR-package | Man page |
| affineSimulate | Man page Source code |
| affineSimulateCpp | Source code |
| evaluateGenerator | Source code |
| evaluateTransform | Source code |
| expNormJumpTransform | Man page Source code |
| fdCoefficients | Man page Source code |
| fdDerivative | Source code |
| generate_1sidedExp | Source code |
| generate_JT2010_cojump | Source code |
| generate_JT2010_cojump_voljump | Source code |
| generate_expNormJump | Source code |
| generate_kouExpJump | Source code |
| getPointerToGenerator | Source code |
| getPointerToJumpTransform | Source code |
| jt2010_transform_CJ | Source code |
| jt2010_transform_CJ_VJ | Source code |
| jumpDiffusionODEs | Man page Source code |
| jumpDiffusionODEsP | Man page Source code |
| jumpTransform | Source code |
| jumpTransformD1 | Source code |
| jumpTransformD2 | Source code |
| jumpTransformD3 | Source code |
| jumpTransform_1sidedExp | Source code |
| jumpTransform_1sidedExp_2 | Source code |
| kouExpJumpTransform | Source code |
| kouExpTransform | Source code |
| kouExpTransformD1 | Source code |
| kouExpTransformD2 | Source code |
| kouExpTransformD3 | Source code |
| makePositiveDefinite | Man page Source code |
| odeExtSolveWrap | Man page Source code |
| parallelWrapper | Man page Source code |
| solveExtendedODE | Man page Source code |
| solveODE | Man page Source code |
