Files in piotrek-orlowski/affineModelR
Affine Jump Diffusion Models for R

.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/ODEstructs.R R/RcppExports.R R/affineSimulate.R R/charFunEval.R R/finiteDifferenceDerivatives.R R/jumpDiffusionODEs.R R/jumpTransforms.R R/parallelisingWrappers.R R/solveExtendedODE.R R/solveODE.R R/specMakers.R README.md
data/affine-parameters-atf2015.RData
data/affine-parameters-bates2006.RData
data/affine-parameters-ejp2003.RData
data/affine-parameters-jt2010.RData
data/heston-parameters.RData
inst/doc/affineModel.tex
inst/include/affineCF.h
inst/include/affineModelR.h
inst/include/expm1c.h
inst/include/jumpGenerator.h
inst/include/jumpTransform.h
inst/include/jumpTransformTaylor.h
inst/tests/examples-CF-2.R inst/tests/examples-CF.R inst/tests/likelihood-of-factors.R inst/tests/pointer-tests.R inst/tests/test-ODE-solver.R inst/tests/test-ODE-with-risk-Premium.R inst/tests/test-affine-sim-P.R inst/tests/test-negexp-jump.R man/ODEstructs.Rd man/ODEstructsForSim.Rd man/affineCFandDerivs.Rd man/affineModelR-package.Rd man/affineSimulate.Rd man/expNormJumpTransform.Rd man/fdCoefficients.Rd man/jumpDiffODEs.Rd man/makePositiveDefinite.Rd man/parallelWrapper.Rd man/solveExtendedODE.Rd man/solveODE.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/affineCF.cpp
src/affineCFderivs.cpp
src/affineSimulate.cpp
src/expm1c.cpp
src/jumpGenerator.cpp
src/jumpTransform.cpp
src/jumpTransformTaylor.cpp
src/makePosDef.cpp
src/makePosDef.h
src/passCppPointerToR.cpp
src/solveODE.cpp
piotrek-orlowski/affineModelR documentation built on June 21, 2017, 6:23 a.m.