Man pages for piotrek-orlowski/affineModelR
Affine Jump Diffusion Models for R
| affineCFandDerivs | Characteristic function, moments, cumulant-generating... |
| affineModelR-package | Affine Jump Diffusion Models for R |
| affineSimulate | This function simulates paths from a stochastic volatility... |
| expNormJumpTransform | non-vectorized jumpTransform of the DPS exponential-normal... |
| fdCoefficients | Finite difference coefficients. |
| jumpDiffODEs | ODE solver for jump diffusion models. |
| makePositiveDefinite | Make Positive Definite |
| ODEstructs | ODE specification structures |
| ODEstructsForSim | Calculate vectors and matrices for propagation equations in a... |
| parallelWrapper | Parallelisation with external pointers |
| solveExtendedODE | C++ extended ODE solve wraper |
| solveODE | C++ extended ODE solve wraper |
